Nonlinear ARMA models with functional MA coefficients

DOI10.1111/j.1467-9892.2008.00594.xzbMath1199.62019OpenAlexW2128869779MaRDI QIDQ3552863

Hai-Bin Wang

Publication date: 22 April 2010

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9892.2008.00594.x

zbMATH Keywords

bootstraptime serieslocal linear regressiongeneralized cross-validationbilinear modelback-fitting algorithm

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric statistical resampling methods (62G09)

Related Items (2)

The stationarity and invertibility of a class of nonlinear ARMA models ⋮ Bayesian Inference of Autoregressive and Functional-Coefficient Moving Average Models

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