Quasi-likelihood estimation of the single index conditional variance model (Q1796931)

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scientific article; zbMATH DE number 6957704
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Quasi-likelihood estimation of the single index conditional variance model
scientific article; zbMATH DE number 6957704

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    Quasi-likelihood estimation of the single index conditional variance model (English)
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    17 October 2018
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    conditional variance
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    single index model
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    heteroscedasticity
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    quasi-likelihood
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