Single-index coefficient models for nonlinear time series
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Cites work
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Cited in
(10)- Single‐Index Additive Vector Autoregressive Time Series Models
- Statistical inference for single-index-driven varying-coefficient time series model with explanatory variables
- Variable selection for single-index varying-coefficient model
- Statistical inference of time-varying single-index coefficient models for locally stationary time series
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- Robust exponential squared loss-based variable selection for high-dimensional single-index varying-coefficient model
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