Multivariate functional-coefficient regression models for nonlinear vector time series data (Q3191473)

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Multivariate functional-coefficient regression models for nonlinear vector time series data
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    Multivariate functional-coefficient regression models for nonlinear vector time series data (English)
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    2 October 2014
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    functional-coefficient matrix
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    heteroscedasticity
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    local linear smoother
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    multivariate time series
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