Nonparametric variance function estimation with missing data
type: Item
instance of: scholarly article
title: Nonparametric variance function estimation with missing data
zbMATH Open document ID: 1185.62079
published in: Journal of Multivariate Analysis
publication date: 2010-04-06T00:00:00Z
Mathematics Subject Classification ID: 62G08
Mathematics Subject Classification ID: 62G20
Mathematics Subject Classification ID: 62H12
Mathematics Subject Classification ID: 62G05
zbMATH DE Number: 5689514
zbMATH Keywords: volatility
zbMATH Keywords: local polynomial regression
zbMATH Keywords: missing response
zbMATH Keywords: correlated errors
author: Ana Pérez-González
author: Juan Manuel Vilar-Fernández
author: Wenceslao González-Manteiga
MaRDI profile type: Publication
full work available at URL: j.jmva.2010.01.008
OpenAlex ID: W1988565987
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DOI: 10.1016/J.JMVA.2010.01.008
description: scientific article; zbMATH DE number 5689514