Pérez-González, A.; Vilar-Fernández, J.M.; … - In: Journal of Multivariate Analysis 101 (2010) 5, pp. 1123-1142
In this paper, a fixed design regression model where the errors follow a strictly stationary process is considered. In this model the conditional mean function and the conditional variance function are unknown curves. Correlated errors when observations are missing in the response variable are...