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A NONPARAMETRIC REGRESSION ESTIMATOR THAT ADAPTS TO ERROR DISTRIBUTION OF UNKNOWN FORM
Matzner-Lober, E., (2007)
Estimating Yield Curves by Kernel Smoothing Methods
Linton, O.,
Estimating Semiparametric ARCH(∞) Models by Kernel Smoothing Methods
Linton, O., (2005)