A class of nonparametric ARMA models

MaRDI QIDQ3420794zbMATH OpenFDO

Authors Shaofeng Wang, Junjuan Cai, Hai-Bin Wang

Publication date 2 February 2007

zbMATH Keywords

local linear estimatestime series

Mathematics Subject Classification ID

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

Recommendations

• Nonlinear ARMA models with functional MA coefficients
• Functional-Coefficient Regression Models for Nonlinear Time Series
• Nonparametric transfer function models
• Functional coefficient autoregressive models: estimation and tests of hypotheses
• scientific article; zbMATH DE number 4155675

Cited in

(8)

• Fitting ARMA models to linear non-Gaussian processes using higher order statistics.
• Nonlinear ARMA models with functional MA coefficients
• Constructing NARMAX models using ARMAX models
• Time-Frequency ARMA Models and Parameter Estimators for Underspread Nonstationary Random Processes
• Nonparametric transfer function models
• Properties of a class of binary ARMA models
• scientific article; zbMATH DE number 5260662 (Why is no real title available?)
• The stationarity and invertibility of a class of nonlinear ARMA models

This page was built for publication: A class of nonparametric ARMA models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3420794)