Nonparametric conditional variance and error density estimation in regression models with dependent errors and predictors
type: Item
instance of: scholarly article
title: Nonparametric conditional variance and error density estimation in regression models with dependent errors and predictors
zbMATH Open document ID: 1274.62244
DOI: 10.1214/11-EJS629
author: Rafał Kulik
author: Cornelia Wichelhaus
published in: Electronic Journal of Statistics
publication date: 2013-05-28T00:00:00Z
full work available at URL: https://projecteuclid.org/euclid.ejs/1314018118
Mathematics Subject Classification ID: 62G05
Mathematics Subject Classification ID: 62G08
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 6166845
zbMATH Keywords: long memory
zbMATH Keywords: nonparametric regression
zbMATH Keywords: random design
zbMATH Keywords: conditional variance
zbMATH Keywords: density estimation
describes a project that uses: Resampling Stats
describes a project that uses: fracdiff
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 6166845