Local polynomial estimators of the volatility function in nonparametric autoregression

W. Härdle ; A. Tsybakov

Year of publication:	1997
Authors:	Härdle, Wolfgang
Other Persons:	Cybakov, Aleksandr B. (contributor)
Published in:	Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 81.1997, 1, p. 223-242
Subject:	Zeitreihenanalyse \| Time series analysis \| Schätztheorie \| Estimation theory \| Volatilität \| Volatility \| Wechselkurs \| Exchange rate \| Theorie \| Theory

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