Pages that link to "Item:Q2280590"
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The following pages link to Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity (Q2280590):
Displaying 7 items.
- A weighted sieve estimator for nonparametric time series models with nonstationary variables (Q2024458) (← links)
- A multivariate HAR-RV model with heteroscedastic errors and its WLS estimation (Q2036955) (← links)
- Max-linear regression models with regularization (Q2658805) (← links)
- MORE EFFICIENT ESTIMATION IN NONPARAMETRIC REGRESSION WITH NONPARAMETRIC AUTOCORRELATED ERRORS (Q3377437) (← links)
- NONPARAMETRIC IDENTIFICATION AND ESTIMATION OF TRUNCATED REGRESSION MODELS WITH HETEROSKEDASTICITY (Q4643222) (← links)
- Changepoint Detection in Heteroscedastic Random Coefficient Autoregressive Models (Q6190740) (← links)
- Semi-parametric single-index predictive regression models with cointegrated regressors (Q6193026) (← links)
