Pages that link to "Item:Q289728"

The following pages link to Local \(M\)-estimation for conditional variance function with dependent data (Q289728):

Displaying 8 items.

• Asymptotic variance of \(M\)-estimators for dependent Gaussian random variables (Q1265971) (← links)
• Volatility estimation in a nonlinear heteroscedastic functional regression model with martingale difference errors (Q1733275) (← links)
• Noise benefits to robust M-estimation of location in dependent observations (Q2149632) (← links)
• Robust local polynomial regression for dependent data (Q2746492) (← links)
• (Q3109322) (← links)
• Local Estimation of the Conditional Stable Tail Dependence Function (Q4685445) (← links)
• Local Variance Estimation for Uncensored and Censored Observations (Q4929287) (← links)
• Local M-estimation for Conditional Variance in Heteroscedastic Regression Models (Q5249173) (← links)