Nonparametric estimation for some nonlinear models

DOI10.1016/0167-7152(95)00128-XzbMath0897.62041MaRDI QIDQ1922244

A. Thavaneswaran, M. Shelton Peiris

Publication date: 15 September 1996

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

kernel; autoregressive; estimating function; random coefficient; nonlinear time-series models

Mathematics Subject Classification ID

62G07: Density estimation

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

Related Items

Hypothesis testing for some time-series models: a power comparison, Generalized smoothed estimating functions for nonlinear time series., Estimation for regression with infinite variance errors, Recursive estimation for regression with infinite variance fractional ARIMA noise, Smoothed estimates for models with random coefficients and infinite variance innovations

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