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)

Recommendations

• SEMIPARAMETRIC TIME SERIES REGRESSION
• Nonlinear Time Series
• Estimation in nonlinear time series models
• Regression models with time series errors

Cited in

(23)

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

This page was built for publication: Semiparametric Regression Smoothing of Non-linear Time Series

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4255148)