Statistical inference for single-index-driven varying-coefficient time series model with explanatory variables
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Publication:2047428
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Cites work
- A new local estimation method for single index models for~longitudinal data
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- Average regression surface for dependent data
- Estimation for a partially linear single-index varying-coefficient model
- Functional coefficient autoregressive models for vector time series
- Functional-Coefficient Autoregressive Models
- Functional-Coefficient Regression Models for Nonlinear Time Series
- Generalized autoregressive conditional heteroscedasticity
- Generalized Partially Linear Single-Index Models
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- Model detection and estimation for single-index varying coefficient model
- Modelling nonlinear random vibrations using an amplitude-dependent autoregressive time series model
- Multivariate functional-coefficient regression models for nonlinear vector time series data
- Nonlinear time series. Nonparametric and parametric methods
- Nonparametric Estimation and Identification of Nonlinear ARCH Time Series Strong Convergence and Asymptotic Normality: Strong Convergence and Asymptotic Normality
- On extended partially linear single-index models
- On Single-Index Coefficient Regression Models
- Random coefficient autoregressive models: an introduction
- Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
- Statistical inference for a single-index varying-coefficient model
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- The functional central limit theorem for strongly mixing processes
- Varying-coefficient single-index model
Cited in
(9)- A novel partial-linear single-index model for time series data
- Single-index coefficient models for nonlinear time series
- Single‐Index Additive Vector Autoregressive Time Series Models
- Statistical inference of time-varying single-index coefficient models for locally stationary time series
- A new bivariate autoregressive model driven by logistic regression
- Estimation for partially linear single-index spatial autoregressive model with covariate measurement errors
- A novel varying-coefficient autoregressive model with explanatory variable
- Variable selection for single-index-driven autoregressive model with linear explanatory variables
- A new single-index-driven autoregressive model
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