Multivariate functional-coefficient regression models for nonlinear vector time series data
From MaRDI portal
Recommendations
- Functional Coefficient Regression Models for Non-linear Time Series: A Polynomial Spline Approach
- Functional-Coefficient Regression Models for Nonlinear Time Series
- Functional coefficient autoregressive models for vector time series
- Functional-coefficient models for nonstationary time series data
- Functional-coefficient cointegration models
Cited in
(10)- Proportional functional coefficient time series models
- Model averaging based on leave-subject-out cross-validation for vector autoregressions
- Varying coefficient functional autoregressive model with application to the U.S. treasuries
- Statistical inference for single-index-driven varying-coefficient time series model with explanatory variables
- Functional-Coefficient Regression Models for Nonlinear Time Series
- Functional Coefficient Regression Models for Non-linear Time Series: A Polynomial Spline Approach
- A semiparametric approach for modelling multivariate nonlinear time series
- Nonlinear Factor‐Augmented Predictive Regression Models with Functional Coefficients
- Semi-varying coefficient multinomial logistic regression for disease progression risk prediction
- Functional coefficient autoregressive models for vector time series
This page was built for publication: Multivariate functional-coefficient regression models for nonlinear vector time series data
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3191473)