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Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity - MaRDI portal

Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity (Q2280590)

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Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity
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    Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity (English)
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    19 December 2019
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    efficiency
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    heteroskedasticity
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    local polynomial estimation
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    nonparametric regression
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