Nonparametric Identification of Nonlinear Time Series: Projections (Q4323568)

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scientific article; zbMATH DE number 724175
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Nonparametric Identification of Nonlinear Time Series: Projections
scientific article; zbMATH DE number 724175

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    Nonparametric Identification of Nonlinear Time Series: Projections (English)
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    23 February 1995
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    linear time series
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    nonlinear time series
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    kernel estimation
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    conditional mean
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    projections
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    identification
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    additive modeling
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    asymptotic bias
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    conditional variance
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    heteroscedastic time series
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