A semiparametric method for estimating nonlinear autoregressive model with dependent errors

DOI10.1016/J.NA.2011.06.016zbMath1232.62118OpenAlexW2068941272MaRDI QIDQ640165

S. J. Mortazavi, Rahman Farnoosh

Publication date: 17 October 2011

Published in: Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.na.2011.06.016

zbMATH Keywords

nonlinear autoregressive modelconditional least squares methodkernel approach

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Point estimation (62F10)

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