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NONPARAMETRIC ESTIMATION OF ADDITIVE NONLINEAR ARX TIME SERIES: LOCAL LINEAR FITTING AND PROJECTIONS
Cai, Zongwu, (2000)
Nonparametric estimation of additive nonlinear ARX time series : local linear fitting and projections
Nonparametric Estimation and Identification of Nonlinear ARCH Time Series Strong Convergence and Asymptotic Normality: Strong Convergence and Asymptotic Normality
Masry, Elias, (1995)