Asymptotic normality of variance estimator in a heteroscedastic model with dependent errors
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Publication:3021193
DOI10.1080/10485252.2011.552721zbMath1327.62264OpenAlexW1988382850MaRDI QIDQ3021193
Publication date: 22 July 2011
Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10485252.2011.552721
Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)
Related Items (4)
Berry–Esseen bound of wavelet estimators in heteroscedastic regression model with random errors ⋮ Asymptotic normality for wavelet estimators in heteroscedastic semiparametric model with random errors ⋮ Wavelet estimation in heteroscedastic regression models with \(\alpha\)-mixing random errors ⋮ Statistical inference for a heteroscedastic regression model with φ-mixing errors
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