Local quasi-likelihood approach to varying-coefficient discrete-valued time series models (Q4470141): Difference between revisions

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Latest revision as of 17:09, 6 June 2024

scientific article; zbMATH DE number 2076716
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English
Local quasi-likelihood approach to varying-coefficient discrete-valued time series models
scientific article; zbMATH DE number 2076716

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    Local quasi-likelihood approach to varying-coefficient discrete-valued time series models (English)
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    22 June 2004
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    Asymptotics
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    Local linear fitting
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    Markov regression models
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    Nonlinear time series analysis
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    Nonparametric Akaike information criterion
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    Quasi-likelihood
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