Single‐Index Additive Vector Autoregressive Time Series Models (Q3552958)
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scientific article; zbMATH DE number 5697609
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| default for all languages | No label defined |
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| English | Single‐Index Additive Vector Autoregressive Time Series Models |
scientific article; zbMATH DE number 5697609 |
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Single‐Index Additive Vector Autoregressive Time Series Models (English)
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22 April 2010
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nonparametric nonlinear autoregressive model
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spline regression
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penalized least squares
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asymptotic normality
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0.8922798
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0.8892894
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0.8692519
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0.8638484
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0.86376023
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