Estimation of an autoregressive semiparametric model with exogenous variables

DOI10.1016/S0378-3758(97)00137-7zbMATH Open0951.62031MaRDI QIDQ1299534FDOQ1299534

Publication date: 23 August 1999

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

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zbMATH Keywords

nonlinear semi-nonparametric exogeneous variables autoregressive semiparametric model kernel nonparametric estimation

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes (62M99)

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Cited In (8)

Spline estimation of partially linear regression models for time series with correlated errors
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Title not available (Why is that?)
Estimation and simulation of autoregressive Hilbertian processes with exogenous variables
Spline estimation for partially linear autoregressive models with exogenous variables
A semiparametric estimation for regression functions in the partially linear autoregressive time series model
A semiparametric method for estimating nonlinear autoregressive model with dependent errors
Semiparametric estimation of regression functions in autoregressive models

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