A novel partial-linear single-index model for time series data

DOI10.1016/j.csda.2018.12.012MaRDI QIDQ1727926

Huixia Wang, Hui Jiang, Lei Huang

Publication date: 21 February 2019

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2018.12.012

zbMATH Keywords

periodogram; ARMA process; spectral density function; conditional mean; out-of-sample prediction

Mathematics Subject Classification ID

62-08: Computational methods for problems pertaining to statistics

62G08: Nonparametric regression and quantile regression

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

62G20: Asymptotic properties of nonparametric inference

62G05: Nonparametric estimation

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Uses Software

• SemiPar

Cites Work

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