Adaptive pointwise estimation in time-inhomogeneous conditional heteroscedasticity models
| Year of publication: |
2009
|
|---|---|
| Authors: | Cízek, P. ; Härdle, W. ; Spokoiny, V. |
| Published in: |
The econometrics journal. - Oxford [u.a.] : Wiley-Blackwell, ISSN 1368-4221, ZDB-ID 14122650. - Vol. 12.2009, 2, p. 248-271
|