Functional coefficient autoregressive models for vector time series (Q959434): Difference between revisions
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Revision as of 23:32, 19 March 2024
scientific article
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English | Functional coefficient autoregressive models for vector time series |
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Functional coefficient autoregressive models for vector time series (English)
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11 December 2008
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multivariate series
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nonlinearity
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nonparametric regression
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sieve likelihood bootstrap test
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