Adaptive likelihood estimator of conditional variance function
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DOI: 10.1080/10485252.2015.1122189
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Cited by:
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- Linton, O. & Xiao, Z., 2019. "Efficient Estimation of Nonparametric Regression in The Presence of Dynamic Heteroskedasticity," Cambridge Working Papers in Economics 1907, Faculty of Economics, University of Cambridge.
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