Estimation in an additive model when the components are linked parametrically
Year of publication: |
1999
|
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Authors: | Carroll, Raymond J. ; Härdle, Wolfgang ; Mammen, Enno |
Publisher: |
Berlin : Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes |
Subject: | Finance | Nonparametric Regression | Additive Models | Asymptotics | Autoregression | GARCH Models | Measurement Error | Time Series |
Series: | SFB 373 Discussion Paper ; 1999,1 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 722157428 [GVK] hdl:10419/61777 [Handle] RePEc:zbw:sfb373:19991 [RePEc] |
Source: |
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