Functional Coefficient Regression Models for Non-linear Time Series: A Polynomial Spline Approach

DOI10.1111/J.1467-9469.2004.00404.XMaRDI QIDQ4677110zbMATH OpenOpenAlexFDO

Authors Jianhua Z. Huang, Haipeng Shen

Publication date 20 May 2005

Published in Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/j.1467-9469.2004.00404.x

zbMATH Keywords

forecastingvarying coefficient modelthreshold autoregressive modelfunctional autoregressive model

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20)

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Cited in

(86)

• Modeling vector nonlinear time series using POLYMARS
• Exploiting the interpretability and forecasting ability of the RBF-AR model for nonlinear time series
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• Proportional mean residual life model with varying coefficients for right censored data
• Varying Coefficient Model via Adaptive Spline Fitting
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• Spline estimation of partially linear regression models for time series with correlated errors
• Robust estimation for partial functional linear regression model based on modal regression
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• Bayesian time‐varying autoregressive models of COVID‐19 epidemics
• Estimating spatial quantile regression with functional coefficients: a robust semiparametric framework
• Domain selection for the varying coefficient model via local polynomial regression
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• Trajectory clustering with adjustment for time-varying covariate effects
• Smooth coefficient models with endogenous environmental variables
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• Wavelet-based estimation of generalized discriminant functions
• Sparse boosting for high-dimensional survival data with varying coefficients
• Single-index coefficient models for nonlinear time series
• Nonparametric estimation in generalized varying-coefficient models based on iterative weighted quasi-likelihood method
• Robust exponential squared loss-based variable selection for high-dimensional single-index varying-coefficient model
• Polynomial spline estimation for partial functional linear regression models
• Jump-detection-based estimation in time-varying coefficient models and empirical applications
• Varying coefficient partially functional linear regression models
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• Spline estimators for semi-functional linear model
• Efficient estimation and variable selection in dynamic panel data partially linear varying coefficient models with incidental parameter
• A functional coefficients network autoregressive model
• Semiparametric GMM estimation and variable selection in dynamic panel data models with fixed effects
• Time-varying auto-regressive models for count time-series
• Estimation and variable selection for quantile partially linear single-index models
• High-dimensional black-box optimization under uncertainty
• Reducing component estimation for varying coefficient models
• General partially linear varying-coefficient transformation models for ranking data
• Sieve Estimation of Time-Varying Panel Data Models With Latent Structures
• Recent history functional linear models for sparse longitudinal data
• Varying Coefficient Regression Models: A Review and New Developments
• Functional semiparametric modeling for nonstationary and periodic time series data
• Quantile regression of dynamic single index varying coefficient models
• Sparse high-dimensional varying coefficient model: nonasymptotic minimax study
• Wavelet estimation of functional coefficient regression models
• Spline estimation of functional coefficient regression models for time series with correlated errors
• B-spline estimation for spatial data
• Empirical likelihood ratio tests for non-nested model selection based on predictive losses
• Empirical likelihood and estimation in single-index varying-coefficient models with censored data
• Empirical likelihood for partially linear functional-coefficient autoregressive errors-in-variables models
• Short‐term forecasting with a computationally efficient nonparametric transfer function model
• Estimation of fixed effects semiparametric single-index panel model with spatio-temporal correlated errors
• Functional coefficient autoregressive conditional root model
• Variable selection in partially linear regression models for time series
• Forecasting in nonlinear univariate time series using penalized splines
• Functional-Coefficient Regression Models for Nonlinear Time Series
• Estimation of the error distribution in a varying coefficient regression model
• Adaptive estimation for varying coefficient models
• Statistical inference of varying-coefficient partial functional spatial autoregressive model
• Functional coefficient autoregressive models for vector time series
• Estimation of functional-coefficient autoregressive models with measurement error
• Estimation in functional partially linear spatial autoregressive model
• Asymptotic Normality ofM-Estimators for Varying Coefficient Models with Longitudinal Data
• Statistical inference of locally stationary functional coefficient models
• Estimation for semi-functional linear regression
• SCAD-penalized regression for varying-coefficient models with autoregressive errors
• Robust check loss-based variable selection of high-dimensional single-index varying-coefficient model
• Efficient estimation and computation in generalized varying coefficient models with unknown link and variance functions for large-scale data
• Effective and robust clustering for spatiotemporally dependent data
• Multivariate functional-coefficient regression models for nonlinear vector time series data
• Bayesian modelling of time-varying conditional heteroscedasticity
• Statistical inference for partially linear varying coefficient autoregressive models
• scientific article; zbMATH DE number 7370582 (Why is no real title available?)
• Dynamic modelling and coherent forecasting of mortality rates: a time-varying coefficient spatial-temporal autoregressive approach
• Robust estimation for functional coefficient regression models with spatial data
• Local estimation for longitudinal semiparametric varying-coefficient partially linear model
• Efficient estimation in varying coefficient regression models

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