Single‐Index Additive Vector Autoregressive Time Series Models (Q3552958)

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Single‐Index Additive Vector Autoregressive Time Series Models
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    Single‐Index Additive Vector Autoregressive Time Series Models (English)
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    22 April 2010
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    nonparametric nonlinear autoregressive model
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    spline regression
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    penalized least squares
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    asymptotic normality
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