A back-fitting procedure for extensive functional coefficient autoregressive models

MaRDI QIDQ3641048zbMATH OpenFDO

Authors Zhihui Wu, Jun Hui

Publication date 11 November 2009

zbMATH Keywords

back-fitting procedurelocal linear estimatetime series

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cited in

(1)

• Functional-Coefficient Autoregressive Models

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