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Adaptive likelihood estimator of conditional variance function - MaRDI portal

Adaptive likelihood estimator of conditional variance function (Q2811272)

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scientific article; zbMATH DE number 6591740
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English
Adaptive likelihood estimator of conditional variance function
scientific article; zbMATH DE number 6591740

    Statements

    Adaptive likelihood estimator of conditional variance function (English)
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    10 June 2016
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    likelihood function
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    nonparametric conditional variance
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    adaptive estimate
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    kernel smoothing
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    Identifiers