Statistical modelling of nonlinear long-term cumulative effects

MaRDI QIDQ3580587zbMATH OpenFDO

Authors Efang Kong, Howell Tong, Yingcun Xia

Publication date 13 August 2010

Full work available at URL http://www3.stat.sinica.edu.tw/statistica/J20N3/J20N37/J20N37.html

zbMATH Keywords

nonlinear time seriesgeneralized additive modelsingle-index modelpolynomial splineslocal linear smoothercumulative effect

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10)

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Cited in

(2)

• Statistical modeling of causal effects in continuous time
• Model selection for functional linear regression with hierarchical structure

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