Functional coefficient autoregressive models for vector time series
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Cites work
- scientific article; zbMATH DE number 48093 (Why is no real title available?)
- scientific article; zbMATH DE number 52498 (Why is no real title available?)
- scientific article; zbMATH DE number 1168350 (Why is no real title available?)
- scientific article; zbMATH DE number 811061 (Why is no real title available?)
- A note on the ergodicity of nonlinear autoregressive model
- Adaptive Varying-Coefficient Linear Models
- An investigation of lag identification tools for vector nonlinear time series
- Computational Science – ICCS 2005
- Functional Coefficient Regression Models for Non-linear Time Series: A Polynomial Spline Approach
- Functional coefficient autoregressive models: estimation and tests of hypotheses
- Functional-Coefficient Autoregressive Models
- Functional-Coefficient Regression Models for Nonlinear Time Series
- Generalized likelihood ratio statistics and Wilks phenomenon
- Geometric transience of nonlinear time series
- Miscellanea. A note on tests for nonlinearity in a vector time series
- Modeling vector nonlinear time series using POLYMARS
- Nonlinear time series. Nonparametric and parametric methods
- Nonparametric vector autoregression
- Testing and Modeling Multivariate Threshold Models
Cited in
(13)- Modeling Compositional Time Series with Vector Autoregressive Models
- Statistical inference for single-index-driven varying-coefficient time series model with explanatory variables
- Varying coefficient functional autoregressive model with application to the U.S. treasuries
- ON VECTOR AUTOCORRELATIONS AND GENERALIZED SECOND-ORDER FUNCTIONS FOR TIME SERIES
- Proportional functional coefficient time series models
- QML estimators in linear regression models with functional coefficient autoregressive processes
- Investigating asymptotic properties of vector nonlinear time series models
- Functional-Coefficient Regression Models for Nonlinear Time Series
- Functional-Coefficient Autoregressive Models
- Maximum likelihood estimators in linear regression models with Ornstein-Uhlenbeck process
- Multivariate contemporaneous-threshold autoregressive models
- Multivariate functional-coefficient regression models for nonlinear vector time series data
- A bootstrap test for the comparison of nonlinear time series
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