A novel varying-coefficient autoregressive model with explanatory variable

DOI10.1016/J.CNSNS.2025.108962MaRDI QIDQ6874564zbMATH OpenFDO

Authors Yuxin Pang, Dehui Wang

Publication date 15 January 2026

Published in Communications in Nonlinear Science and Numerical Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.CNSNS.2025.108962

zbMATH Keywords

autoregressive modelexplanatory variableKalman-smootherlocal linear estimationstate-space model

Mathematics Subject Classification ID

Statistics (62-XX) Nonparametric inference (62Gxx) Inference from stochastic processes (62Mxx)

Cites work

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