Local polynomial estimators of the volatility function in nonparametric autoregression
Year of publication: |
1997
|
---|---|
Authors: | Hardle, W. ; Tsybakov, A. |
Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 81.1997, 1, p. 223-242
|
Publisher: |
Elsevier |
Saved in:
Online Resource
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