Single-index coefficient models for nonlinear time series

DOI10.1080/10485252.2010.497554zbMath1359.62389OpenAlexW1982146865MaRDI QIDQ3021174

Haiqun Lin, Yan Yu, Tracy Zhou Wu

Publication date: 22 July 2011

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485252.2010.497554

zbMATH Keywords

dimension reductionforecastingmultivariatesmoothing parametervarying-coefficient modelPS

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05)

Related Items

Variable selection for single-index varying-coefficient model ⋮ Robust check loss-based variable selection of high-dimensional single-index varying-coefficient model ⋮ Robust exponential squared loss-based variable selection for high-dimensional single-index varying-coefficient model

Uses Software

• SemiPar

Cites Work

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