Proportional functional coefficient time series models (Q1007454)

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Proportional functional coefficient time series models
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    title
    Proportional functional coefficient time series models (English)
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    author
    Ri-quan Zhang
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    publication date
    20 March 2009
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    Mathematics Subject Classification ID
    62M10
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    62G08
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    62G20
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    zbMATH DE Number
    5530744
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    zbMATH Keywords
    asymptotic normality
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    back-fitting technique
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    convergency rate
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    functional-coefficient model
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    local linear method
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