Proportional functional coefficient time series models

DOI10.1016/j.jspi.2008.02.020zbMath1156.62058MaRDI QIDQ1007454

Ri-quan Zhang

Publication date: 20 March 2009

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2008.02.020

zbMATH Keywords

asymptotic normality; local linear method; functional-coefficient model; back-fitting technique; convergency rate

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62G20: Asymptotic properties of nonparametric inference

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