Proportional functional coefficient time series models

DOI10.1016/J.JSPI.2008.02.020MaRDI QIDQ1007454zbMATHOpenAlexFDO

Authors Riquan 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 normalitylocal linear methodfunctional-coefficient modelback-fitting techniqueconvergency rate

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cited in

(2)

• Functional-coefficient partially linear time series models for hydrology
• Functional coefficient time series models with trending regressors

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