//-->
Nonparametric estimation of the volatility under microstructure noise: wavelet adaptation
Hoffmann, Marc, (2010)
Some methodological aspects of validation of models in nonparametric regression
Dette, Holger, (2002)
Nonparametric Analysis of Covariance : the Case of Inhomogeneous and Heteroscedastic Noise
Scholz, Achim, (2004)