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person:"Härdle, Wolfgang"
subject:"Estimation theory"
~isPartOf:"Nonparametric dynamic modelling"
~subject:"Germany"
~subject:"Regressionsanalyse"
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Nonparametric dynamic modelling
SFB 649 discussion paper
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Local polynomial estimators of the volatility function in nonparametric autoregression
Härdle, Wolfgang
- In:
Journal of econometrics
81
(
1997
)
1
,
pp. 223-242
Persistent link: https://www.econbiz.de/10001336796
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