https://ideas.repec.org/a/tpr/restat/v69y1987i3p542-47.html
A Conditionally Heteroskedastic Time Series Model for Speculative Prices and Rates of Return
Downloadable (with restrictions)! No abstract is available for this item.
https://openreview.net/forum?id=wherf9gGI9I
Offline Reinforcement Learning from Heteroskedastic Data Via Support Constraints | OpenReview
We show that conventional distributional constraint RL algorithms are need with heteroskedatic datasets. We propose an offline RL method to handle such...
reinforcement learningofflineheteroskedasticdatavia
https://ideas.repec.org/p/rut/rutres/201110.html
Asymptotic Distribution of JIVE in a Heteroskedastic IV Regression with Many Instruments
Downloadable! This paper derives the limiting distributions of alternative jackknife IV (JIV ) estimators and gives formulae for accompanying consistent...
asymptotic distribution
https://arxiv.org/abs/1901.02744
[1901.02744] Tests for validity of the semiparametric heteroskedastic transformation model
Abstract page for arXiv paper 1901.02744: Tests for validity of the semiparametric heteroskedastic transformation model
of the190102744testsvalidity
https://www.dummies.com/article/how-to-distinguish-between-homoskedastic-and-heteroskedastic-disturbances-156402
How to Distinguish between Homoskedastic and Heteroskedastic Disturbances | dummies
how todistinguishhomoskedasticheteroskedasticdisturbances
https://www.econstor.eu/handle/10419/312136
EconStor: Heteroskedastic structural vector autoregressions identified via long-run restrictions
EconStor is a publication server for scholarly economic literature, provided as a non-commercial public service by the ZBW.
long runeconstorheteroskedasticstructuralvector
https://www.ets.org/research/policy_research_reports/publications/article/2017/jxpb.html
Simulation-Extrapolation with Latent Heteroskedastic Error Variance
simulationextrapolationlatentheteroskedasticerror
https://arxiv.org/abs/2404.11057v1
[2404.11057v1] Partial Identification of Heteroskedastic Structural VARs: Theory and Bayesian...
Abstract page for arXiv paper 2404.11057v1: Partial Identification of Heteroskedastic Structural VARs: Theory and Bayesian Inference
partial identification2404
https://openreview.net/forum?id=mEdwVCRJuX4
Heteroskedastic and Imbalanced Deep Learning with Adaptive Regularization | OpenReview
Real-world large-scale datasets are heteroskedastic and imbalanced --- labels have varying levels of uncertainty and label distributions are long-tailed....
deep learningheteroskedasticimbalancedadaptiveregularization