Quasi-likelihood estimation of the single index conditional variance model
type: Item
instance of: scholarly article
title: Quasi-likelihood estimation of the single index conditional variance model
zbMATH Open document ID: 1469.62176
published in: Computational Statistics and Data Analysis
publication date: 2018-10-17T00:00:00Z
Mathematics Subject Classification ID: 62-08
Mathematics Subject Classification ID: 62G08
Mathematics Subject Classification ID: 62G05
zbMATH DE Number: 6957704
zbMATH Keywords: conditional variance
zbMATH Keywords: single index model
zbMATH Keywords: heteroscedasticity
zbMATH Keywords: quasi-likelihood
author: Hong-Fan Zhang
MaRDI profile type: Publication
full work available at URL: j.csda.2018.06.008
OpenAlex ID: W2811498445
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Wikidata QID: Q129599487
DOI: 10.1016/J.CSDA.2018.06.008
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description: scientific article; zbMATH DE number 6957704