NONPARAMETRIC ADDITIVE MODELS FOR PANELS OF TIME SERIES

DOI10.1017/S0266466608090142zbMath1279.62189OpenAlexW2063470251MaRDI QIDQ3632431

Dag Tjøstheim, Enno Mammen, Bård Støve

Publication date: 11 June 2009

Published in: Econometric Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0266466608090142

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes (62M99)

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