scientific article; zbMATH DE number 4201426

MaRDI QIDQ3349818zbMATH OpenFDO

Authors M. Pawlak, Włodzimierz Greblicki

Publication date 1991

zbMATH Keywords

estimation of nonlinear time series modelsFredholm's integral equations of the second kindnonparametric orthogonal series estimates of nonlinearitiessmall sample properties

Mathematics Subject Classification ID

Fredholm integral equations (45B05) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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(23)

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• Time-varying nonlinear regression models: nonparametric estimation and model selection
• Estimation in a class of nonlinear heteroscedastic time series models
• Nonparametric estimation of time varying parameters under shape restrictions
• Estimation of structural changes in nonlinear time series models by using particle filters and genetic programming
• Estimation and inference for nonlinear time series model in the presence of unspecified conditional variance: An EF approach
• Finite Sample Performances of the Model Selection Approach in Nonparametric Model Specification for Time Series
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• A Simple Specification Procedure for the Transition Function in Persistent Nonlinear Time Series Models
• Using Difference-Based Methods for Inference in Nonparametric Regression with Time Series Errors
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• Nonparametric curve estimation with time series errors

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