{"@context":["https://w3id.org/fdo/context/v1",{"schema":"https://schema.org/","prov":"http://www.w3.org/ns/prov#","fdo":"https://w3id.org/fdo/vocabulary/"}],"@id":"https://fdo.portal.mardi4nfdi.de/fdo/Q289728","@type":"DigitalObject","kernel":{"@id":"https://fdo.portal.mardi4nfdi.de/fdo/Q289728","digitalObjectType":"https://schema.org/ScholarlyArticle","primaryIdentifier":"mardi:Q289728","kernelVersion":"v1","immutable":true,"modified":"2026-01-22T22:32:53Z"},"profile":{"@context":"https://schema.org","@type":"ScholarlyArticle","@id":"https://portal.mardi4nfdi.de/entity/Q289728","name":"Local \\(M\\)-estimation for conditional variance function with dependent data","headline":"Local \\(M\\)-estimation for conditional variance function with dependent data","description":"scientific article; zbMATH DE number 6587835","url":"https://portal.mardi4nfdi.de/entity/Q289728","datePublished":"2016-05-31","author":[{"@id":"https://portal.mardi4nfdi.de/entity/Q289726"},{"@id":"https://portal.mardi4nfdi.de/entity/Q289727"}],"publisher":[{"@id":"https://portal.mardi4nfdi.de/entity/Q168778"}],"identifier":{"@type":"PropertyValue","propertyID":"doi","value":"10.1216/RMJ-2016-46-1-333","url":"https://doi.org/10.1216/RMJ-2016-46-1-333"},"sameAs":["https://doi.org/10.1216/RMJ-2016-46-1-333"],"comment":"The authors are interested in the nonparametric robust estimation of the conditional variance function in heteroscedastic regression models under stationary \\(\\alpha\\)-mixing dependent samples.NEWLINENEWLINEActually \\(M\\)-type estimators of the conditional variance function and its first-order derivative are developed. 11 assumptions are given in order to describe the set of necessary conditions for the asymptotic properties of the local \\(M\\)-estimators.NEWLINENEWLINEThe weak consistency and the asymptotic normality of the estimators are proven.NEWLINENEWLINEIt is to be noticed that a big work of bibliography is developed in the introduction and in the conclusion of this paper.","citation":[{"@id":"https://portal.mardi4nfdi.de/entity/Q4773166"},{"@id":"https://portal.mardi4nfdi.de/entity/Q1362071"},{"@id":"https://portal.mardi4nfdi.de/entity/Q3589218"},{"@id":"https://portal.mardi4nfdi.de/entity/Q645463"},{"@id":"https://portal.mardi4nfdi.de/entity/Q2373581"},{"@id":"https://portal.mardi4nfdi.de/entity/Q984008"},{"@id":"https://portal.mardi4nfdi.de/entity/Q5753425"},{"@id":"https://portal.mardi4nfdi.de/entity/Q3995078"},{"@id":"https://portal.mardi4nfdi.de/entity/Q3081463"},{"@id":"https://portal.mardi4nfdi.de/entity/Q964814"},{"@id":"https://portal.mardi4nfdi.de/entity/Q958779"},{"@id":"https://portal.mardi4nfdi.de/entity/Q1246243"},{"@id":"https://portal.mardi4nfdi.de/entity/Q1185791"},{"@id":"https://portal.mardi4nfdi.de/entity/Q2581646"},{"@id":"https://portal.mardi4nfdi.de/entity/Q4470130"},{"@id":"https://portal.mardi4nfdi.de/entity/Q3125064"},{"@id":"https://portal.mardi4nfdi.de/entity/Q1974207"},{"@id":"https://portal.mardi4nfdi.de/entity/Q4216694"},{"@id":"https://portal.mardi4nfdi.de/entity/Q1866762"},{"@id":"https://portal.mardi4nfdi.de/entity/Q1872865"},{"@id":"https://portal.mardi4nfdi.de/entity/Q2498736"},{"@id":"https://portal.mardi4nfdi.de/entity/Q1188594"},{"@id":"https://portal.mardi4nfdi.de/entity/Q1173694"},{"@id":"https://portal.mardi4nfdi.de/entity/Q4859504"},{"@id":"https://portal.mardi4nfdi.de/entity/Q793460"},{"@id":"https://portal.mardi4nfdi.de/entity/Q1117633"},{"@id":"https://portal.mardi4nfdi.de/entity/Q1372929"},{"@id":"https://portal.mardi4nfdi.de/entity/Q2746492"},{"@id":"https://portal.mardi4nfdi.de/entity/Q1952211"},{"@id":"https://portal.mardi4nfdi.de/entity/Q3015911"},{"@id":"https://portal.mardi4nfdi.de/entity/Q4352091"},{"@id":"https://portal.mardi4nfdi.de/entity/Q737280"},{"@id":"https://portal.mardi4nfdi.de/entity/Q913405"},{"@id":"https://portal.mardi4nfdi.de/entity/Q3128741"},{"@id":"https://portal.mardi4nfdi.de/entity/Q4355446"},{"@id":"https://portal.mardi4nfdi.de/entity/Q4066417"},{"@id":"https://portal.mardi4nfdi.de/entity/Q4307738"},{"@id":"https://portal.mardi4nfdi.de/entity/Q3426257"},{"@id":"https://portal.mardi4nfdi.de/entity/Q4152936"},{"@id":"https://portal.mardi4nfdi.de/entity/Q4344491"}]},"provenance":{"prov:generatedAtTime":"2026-01-22T22:32:53Z","prov:wasAttributedTo":"MaRDI Knowledge Graph"}}