Consistent Estimation of a General Nonparametric Regression Function in Time Series

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@article{b976f6bfdcaf4ef1997958c7abcb0ebd,

title = "Consistent Estimation of a General Nonparametric Regression Function in Time Series",

author = "Alessio Sancetta and Oliver Linton",

year = "2009",

month = sep,

doi = "10.1016/j.jeconom.2009.02.006",

language = "English",

volume = "152",

pages = "70--78",

journal = "Journal of Econometrics",

issn = "0304-4076",

publisher = "Elsevier BV",

number = "1",

}