Local M-estimation for Conditional Variance in Heteroscedastic Regression Models

DOI10.1080/03610926.2012.736581zbMath1311.62060OpenAlexW2047853388MaRDI QIDQ5249173

Mingtian Tang, Yunyan Wang

Publication date: 29 April 2015

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2012.736581

zbMATH Keywords

nonlinear time serieslocal linear regressionconditional variance functionlocal M-estimator

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric robustness (62G35)

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