- Functional Variance Processes
2006/09/01 by Hans‐Georg Müller, Ulrich Stadtmüller, Fang Yao · 38 citations
Computer Science · Economics, Econometrics and Finance · Mathematics · #Analysis of variance #Applied mathematics #Artificial intelligence #Autocovariance #Bayesian Methods and Mixture Models #Computer science #Financial Risk and Volatility Modeling #Functional data analysis #Mathematical analysis #Mathematics #Noise (video) #One-way analysis of variance #Regression analysis #Smoothing #Statistical Methods and Inference #Statistics #Stochastic process #Variance (accounting) #Variance function #Variance-based sensitivity analysis
- On a Semiparametric Variance Function Model and a Test for Heteroscedasticity
1995/06/01 by Hans‐Georg Müller, Peng-Liang Zhao · 50 citations
Decision Sciences · Mathematics · #Advanced Statistical Methods and Models #Econometrics #Heteroscedasticity #Mathematics #Nonparametric regression #Nonparametric statistics #Optimal Experimental Design Methods #Parametric statistics #Probabilistic and Robust Engineering Design #Regression analysis #Semiparametric model #Semiparametric regression #Statistics #Variance function