@article{10_4064_am30_4_3,
     author = {D. Feldmann and W. H\"ardle and C. Hafner and M. Hoffmann and O. Lepski and A. Tsybakov},
     title = {Testing {Linearity} in an
 {AR} {Errors-in-variables} {Model} with
 {Application} to {Stochastic} {Volatility}},
     journal = {Applicationes Mathematicae},
     pages = {389--412},
     publisher = {mathdoc},
     volume = {30},
     number = {4},
     year = {2003},
     doi = {10.4064/am30-4-3},
     language = {en},
     url = {http://geodesic.mathdoc.fr/articles/10.4064/am30-4-3/}
}