In this paper, a local 𝑀-estimation for the conditional variance function in heteroscedastic regression models under stationary α-mixing dependent samples is developed. The local 𝑀-estimator is ...
We propose a new combined semiparametric estimator, which incorporates the parametric and nonparametric estimators of the conditional variance in a multiplicative way. We derive the asymptotic bias, ...
Conditional formatting highlights key information in a spreadsheet so it’s easy to see at a glance. This beginner’s guide gets you started. Spreadsheets usually hold a wealth of information, but it ...
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