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Local polynomial estimators of the volatility function in nonparametric autoregression
Hardle, W.
;
Tsybakov, A.
- In:
Journal of Econometrics
81
(
1997
)
1
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pp. 223-242
Persistent link: https://www.econbiz.de/10005122721
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Internet-based econometric computing
Hardle, W.
;
Horowitz, J.
- In:
Journal of Econometrics
95
(
2000
)
2
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pp. 333-345
Persistent link: https://www.econbiz.de/10005285861
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