Statistical inference for single-index-driven varying-coefficient time series model with explanatory variables (Q2047428)
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scientific article; zbMATH DE number 7383940
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| English | Statistical inference for single-index-driven varying-coefficient time series model with explanatory variables |
scientific article; zbMATH DE number 7383940 |
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Statistical inference for single-index-driven varying-coefficient time series model with explanatory variables (English)
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20 August 2021
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varying-coefficient time series model
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single-index-driven
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local linear smoothing
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asymptotic normality
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bandwidth selection
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0.9341603
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0.9160378
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0.9086563
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0.8987839
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0.89446515
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0.8912708
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0.89052474
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0.89045155
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0.88372153
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