Functional Coefficient Regression Models for Non-linear Time Series: A Polynomial Spline Approach (Q4677110)

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scientific article; zbMATH DE number 2169670
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Functional Coefficient Regression Models for Non-linear Time Series: A Polynomial Spline Approach
scientific article; zbMATH DE number 2169670

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    Functional Coefficient Regression Models for Non-linear Time Series: A Polynomial Spline Approach (English)
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    20 May 2005
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    forecasting
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    functional autoregressive model
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    threshold autoregressive model
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    varying coefficient model
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