A Survey on Nonparametric Time Series Analysis
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- Yang, Lijian & Härdle, Wolfgang & Nielsen, Jens P., 1998.
"Nonparametric autoregression with multiplicative volatility and additive mean,"
SFB 373 Discussion Papers
1998,107, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- L. YANG & Wolfgang HÄRDLE, 1996. "Nonparametric Autoregression with Multiplicative Volatility and Additive Mean," SFB 373 Discussion Papers 1996,62, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
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