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Estimation of Variance Function in Heteroscedastic Regression Models by Generalized Coiflets - MaRDI portal

Estimation of Variance Function in Heteroscedastic Regression Models by Generalized Coiflets (Q2876138)

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scientific article; zbMATH DE number 6331005
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Estimation of Variance Function in Heteroscedastic Regression Models by Generalized Coiflets
scientific article; zbMATH DE number 6331005

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    Estimation of Variance Function in Heteroscedastic Regression Models by Generalized Coiflets (English)
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    18 August 2014
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    generalized coiflets
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    heteroscedasticity
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    initial variance estimates
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    nondyadic points
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    nonzero centered vanishing moments
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