Functional coefficient autoregressive models for vector time series (Q959434): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
 
(One intermediate revision by one other user not shown)
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.csda.2005.07.016 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2032475541 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A note on the ergodicity of nonlinear autoregressive model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Computational Science – ICCS 2005 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Functional-Coefficient Regression Models for Nonlinear Time Series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Functional Coefficient Autoregressive Models: Estimation and Tests of Hypotheses / rank
 
Normal rank
Property / cites work
 
Property / cites work: Functional-Coefficient Autoregressive Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2714958 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Modeling vector nonlinear time series using POLYMARS / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonlinear time series. Nonparametric and parametric methods / rank
 
Normal rank
Property / cites work
 
Property / cites work: Generalized likelihood ratio statistics and Wilks phenomenon / rank
 
Normal rank
Property / cites work
 
Property / cites work: Adaptive Varying-Coefficient Linear Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4397010 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonparametric vector autoregression / rank
 
Normal rank
Property / cites work
 
Property / cites work: Miscellanea. A note on tests for nonlinearity in a vector time series / rank
 
Normal rank
Property / cites work
 
Property / cites work: An investigation of lag identification tools for vector nonlinear time series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Functional Coefficient Regression Models for Non-linear Time Series: A Polynomial Spline Approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4002798 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4852355 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3999154 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Testing and Modeling Multivariate Threshold Models / rank
 
Normal rank

Latest revision as of 21:38, 28 June 2024

scientific article
Language Label Description Also known as
English
Functional coefficient autoregressive models for vector time series
scientific article

    Statements

    Functional coefficient autoregressive models for vector time series (English)
    0 references
    0 references
    0 references
    11 December 2008
    0 references
    multivariate series
    0 references
    nonlinearity
    0 references
    nonparametric regression
    0 references
    sieve likelihood bootstrap test
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references