Local polynomial estimators of the volatility function in nonparametric autoregression
| Year of publication: |
1997
|
|---|---|
| Authors: | Härdle, W. ; Tsybakov, A. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 81.1997, 1, p. 223-242
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