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Modelling conditional variance function in industrial data: a case study - MaRDI portal

Modelling conditional variance function in industrial data: a case study (Q713897)

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scientific article; zbMATH DE number 6095855
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Modelling conditional variance function in industrial data: a case study
scientific article; zbMATH DE number 6095855

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    Modelling conditional variance function in industrial data: a case study (English)
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    19 October 2012
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    joint modelling of mean and dispersion
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    variance estimation
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    heteroscedasticity
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