Statistical inference for partially linear stochastic models with heteroscedastic errors

Xiaoguang Wang; Dawei Lu; Lixin Song

doi:10.1016/j.csda.2013.04.004

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Statistical inference for partially linear stochastic models with heteroscedastic errors

Xiaoguang Wang Dawei Lu Lixin Song

Year: 2013 Journal: Computational Statistics & Data Analysis Vol: 66 Pages: 150-160 Publisher: Elsevier BV

DOI: 10.1016/j.csda.2013.04.004

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Keywords:

Heteroscedasticity Nonparametric statistics Homoscedasticity Mathematics Econometrics Estimator Stochastic volatility Parametric statistics Statistical inference Statistics Volatility (finance) Applied mathematics

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Statistical Methods and Inference

Physical Sciences → Mathematics → Statistics and Probability

Advanced Statistical Methods and Models

Physical Sciences → Mathematics → Statistics and Probability

Statistical Methods and Bayesian Inference

Physical Sciences → Mathematics → Statistics and Probability

Statistical inference for partially linear stochastic models with heteroscedastic errors

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