Adaptive likelihood estimator of conditional variance function

DOI10.1080/10485252.2015.1122189zbMath1338.62072OpenAlexW2280183281MaRDI QIDQ2811272

Panagiotis Avramidis

Publication date: 10 June 2016

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485252.2015.1122189

zbMATH Keywords

kernel smoothinglikelihood functionadaptive estimatenonparametric conditional variance

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items (2)

Semi- and nonparametric ARCH processes ⋮ Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity

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