A semiparametric estimation for the nonlinear vector autoregressive time series model (Q4975214)
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scientific article; zbMATH DE number 6756620
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| default for all languages | No label defined |
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| English | A semiparametric estimation for the nonlinear vector autoregressive time series model |
scientific article; zbMATH DE number 6756620 |
Statements
4 August 2017
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semiparametric estimation
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least squares estimation
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vector autoregressive model
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Taylor series expansion
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kernel approach
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nonparametric adjustment
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simulation
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0.8194320797920227
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0.7816810011863708
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0.778989315032959
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0.7609406113624573
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0.7558810114860535
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