scientific article; zbMATH DE number 5164555

MaRDI QIDQ3446309zbMATH OpenFDO

Authors Tsairchuan Lin

Publication date 14 June 2007

zbMATH Keywords

autocorrelation functionautoregressive moving-average modelnonlinear and nonstationary modelspolynomial splines

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20)

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• Moving averages with random coefficients and random coefficient autoregressive models
• Efficient inference for autoregressive coefficients in the presence of trends
• M-estimates of autoregression with random coefficients
• A LINEAR ESTIMATION PROCEDURE FOR THE PARAMETERS OF AUTOREGRESSIVE MOVING-AVERAGE PROCESSES

Cited in

(1)

• Nonparametric and Non-Linear Models and Data Mining in time Series: A Case-Study on the Canadian Lynx Data

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