Likelihood-Based Local Linear Estimation of the Conditional Variance Function

By K. Yu, M. Chris Jones. 2004

111 citations recorded by the source corpus.

Subfields: Control and Systems Engineering, Spectroscopy, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/4f4fe1f05da411f2048de2c3761d0653ec89dcbf

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Control and Systems Engineering

1. Peter C. B. Phillips
2. Ke-Li Xu

In Spectroscopy

1. Peter C. B. Phillips
2. Ke-Li Xu

In Statistics and Probability

1. Ke-Li Xu
2. Peter C. B. Phillips
3. Yixiao Sun
4. Tassos Magdalinos
5. Ji Hyung Lee
6. Sainan Jin
7. Jun Yu
8. Ulrich K. Müller

Citations in the corpus

• Adaptive Estimation of Autoregressive Models with Time-Varying Variances (2008, background): “, see Fan and Yao (1998); Yu and Jones (2004) and Phillips and Xu (2006b) for recent contributions. K.-L. Xu, P.C.B. Phillips / Journal of Econometrics 142 (2008) 265–280 271”