Robust estimation in a nonlinear cointegration model (Q847424): Difference between revisions

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+https://doi.org/10.1016/j.jmva.2009.09.004
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+Nonlinear time series. Nonparametric and parametric methods
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+Nonlinear Time Series
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+Nonparametric estimation in null recurrent time series.
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+Nonparametric estimation in a nonlinear cointegration type model
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+ASYMPTOTIC THEORY FOR LOCAL TIME DENSITY ESTIMATION AND NONPARAMETRIC COINTEGRATING REGRESSION
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+ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED  TIME SERIES
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