Multivariate functional-coefficient regression models for nonlinear vector time series data (Q3191473)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Multivariate functional-coefficient regression models for nonlinear vector time series data
scientific article

    Statements

    Multivariate functional-coefficient regression models for nonlinear vector time series data (English)
    0 references
    0 references
    0 references
    0 references
    2 October 2014
    0 references
    0 references
    0 references
    0 references
    0 references
    functional-coefficient matrix
    0 references
    heteroscedasticity
    0 references
    local linear smoother
    0 references
    multivariate time series
    0 references
    0 references