A novel partial-linear single-index model for time series data

DOI10.1016/J.CSDA.2018.12.012MaRDI QIDQ1727926zbMATH OpenOpenAlexFDO

Authors Lei Huang, Hui Jiang, Huixia Wang

Publication date 21 February 2019

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.csda.2018.12.012

zbMATH Keywords

ARMA processconditional meanout-of-sample predictionperiodogramspectral density function

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cited in

(10)

• Additive models with autoregressive symmetric errors based on penalized regression splines
• On the semi-varying coefficient dynamic panel data model with autocorrelated errors
• Robust tests for time series comparison based on Laplace periodograms
• Single‐Index Additive Vector Autoregressive Time Series Models
• A new approach of subgroup identification for high-dimensional longitudinal data
• scientific article; zbMATH DE number 5018704 (Why is no real title available?)
• Semi-parametric inference for large-scale data with temporally dependent noise
• Additive partial linear models with autoregressive symmetric errors and its application to the hospitalizations for respiratory diseases
• Statistical modeling of dengue transmission dynamics with environmental factors
• Evaluating multiplicative error models: a residual-based approach

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• SemiPar

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