%0 Journal Article
%A D. Feldmann
%A W. Härdle
%A C. Hafner
%A M. Hoffmann
%A O. Lepski
%A A. Tsybakov
%T Testing Linearity in an
 AR Errors-in-variables Model with
 Application to Stochastic Volatility
%J Applicationes Mathematicae
%D 2003
%P 389-412
%V 30
%N 4
%I mathdoc
%U http://geodesic.mathdoc.fr/articles/10.4064/am30-4-3/
%R 10.4064/am30-4-3
%G en
%F 10_4064_am30_4_3