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Estimating deterministically time-varying variances in regression models - MaRDI portal

Estimating deterministically time-varying variances in regression models (Q1934157)

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scientific article; zbMATH DE number 6131285
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English
Estimating deterministically time-varying variances in regression models
scientific article; zbMATH DE number 6131285

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    Estimating deterministically time-varying variances in regression models (English)
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    28 January 2013
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    structural change
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    non-stationarity
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    deterministic time-variation
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