scientific article; zbMATH DE number 1833046
From MaRDI portal
zbMath1002.62082MaRDI QIDQ4780493
Wai Keung Li, Yingcun Xia, Howell Tong
Publication date: 13 January 2003
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05)
Related Items
Heteroscedastic modelling via the autoregressive conditional variance subspace, Variance function estimation in regression model via aggregation procedures, Dimension reduction in time series under the presence of conditional heteroscedasticity, Estimating the Error Distribution in a Single-Index Model, Semiparametric modeling and estimation of heteroscedasticity in regression analysis of cross-sectional data, On efficient dimension reduction with respect to a statistical functional of interest, Estimation in generalised varying-coefficient models with unspecified link functions, A constructive approach to the estimation of dimension reduction directions, Quasi-likelihood estimation of the single index conditional variance model, High-dimensional index volatility models via Stein's identity, Multiple-index approach to multiple autoregressive time series model, Statistical inference for a single-index varying coefficient model with measurement errors in all covariates, On semiparametric \(M\)-estimation in single-index regression, Estimating the conditional single-index error distribution with a partial linear mean regression
