Volatility estimation in a nonlinear heteroscedastic functional regression model with martingale difference errors
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DOI: 10.1016/j.jmva.2018.11.008
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- Aneiros, Germán & Cao, Ricardo & Fraiman, Ricardo & Genest, Christian & Vieu, Philippe, 2019. "Recent advances in functional data analysis and high-dimensional statistics," Journal of Multivariate Analysis, Elsevier, vol. 170(C), pages 3-9.
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Keywords
Asymptotic normality; Conditional variance; Empirical likelihood; Ergodic processes; Functional data; Martingale difference; Uniform consistency;All these keywords.
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