Semiparametric Regression Smoothing of Non-linear Time Series

DOI10.1111/1467-9469.00118MaRDI QIDQ4255148zbMATH OpenOpenAlexFDO

Authors Jiti Gao

Publication date 10 August 1999

Published in Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/1467-9469.00118

zbMATH Keywords

nonlinear time seriesautoregressive modelMackey-Glass systemalpha-mixingsemiparametric regression smoothing

Mathematics Subject Classification ID

General nonlinear regression (62J02) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cited in

(23)

• Nonlinear Time Series
• Robust estimators under semi-parametric partly linear autoregression: Asymptotic behaviour and bandwidth selection
• Semiparametric regression under long-range dependent errors.
• A central limit theorem for a random quadratic form of strictly stationary processes
• Study of a regression model with nonlinear time series errors
• Semiparametric Non-Linear Time Series Model Selection
• Generalized smoothed estimating functions for nonlinear time series.
• Two-step variable selection in partially linear additive models with time series data
• Semiparametric smooth transition modeling for nonlinear time series
• On a partly linear autoregressive model with moving average errors
• PARAMETER ESTIMATION IN A PARTLY LINEAR REGRESSION MODEL WITH RANDOM COEFFICIENT AUTOREGRESSIVE ERRORS
• ADAPTIVE SEMIPARAMETRIC ESTIMATION IN THE PRESENCE OF AUTOCORRELATION OF UNKNOWN FORM
• Statistical inference on regression with spatial dependence
• SEMIPARAMETRIC TIME SERIES REGRESSION
• SOME THEORY ON M-SMOOTHING OF TIME SERIES
• Model specification tests in nonparametric stochastic regression models
• Comments on: Some recent theory for autoregressive count time series
• Estimation in semiparametric spatial regression
• Estimation in nonlinear time series models
• Estimation of Nonparametric Autoregressive Time Series Models Under Dynamical Constraints
• Empirical likelihood-based subset selection for partially linear autoregressive models
• KERNEL REGRESSION SMOOTHING OF TIME SERIES
• scientific article; zbMATH DE number 6178248 (Why is no real title available?)

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