Mammen, Enno; Park, Byeong U.; Schienle, Melanie - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2012
We give an overview over smooth backtting type estimators in additive models. Moreover we il- lustrate their wide … applicability in models closely related to additive models such as nonparametric regression with dependent error variables where the … GARCH-models. We also discuss extensions to varying coecient models, additive models with missing observations, and the case …