TY  - JOUR
AU  - D. Feldmann
AU  - W. Härdle
AU  - C. Hafner
AU  - M. Hoffmann
AU  - O. Lepski
AU  - A. Tsybakov
TI  - Testing Linearity in an
 AR Errors-in-variables Model with
 Application to Stochastic Volatility
JO  - Applicationes Mathematicae
PY  - 2003
SP  - 389
EP  - 412
VL  - 30
IS  - 4
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/articles/10.4064/am30-4-3/
DO  - 10.4064/am30-4-3
LA  - en
ID  - 10_4064_am30_4_3
ER  -