Nonparametric variance function estimation with missing data (Q962208)
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scientific article; zbMATH DE number 5689514
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric variance function estimation with missing data |
scientific article; zbMATH DE number 5689514 |
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Nonparametric variance function estimation with missing data (English)
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6 April 2010
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volatility
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local polynomial regression
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missing response
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correlated errors
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