scientific article; zbMATH DE number 646833
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Publication:4307753
zbMATH Open0799.62099MaRDI QIDQ4307753FDOQ4307753
Authors: Qiwei Yao, Howell Tong 
Publication date: 4 October 1994
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nonlinear time seriesnonparametric regressionconsistent estimatorchaosdivergenceLyapunov exponentstochastic chaotic systemsstochastic dynamical systemabsolutely regularconditional variancenoise amplificationnonlinear prediction\(m\)-step-ahead predictionlocally linear regression methodLyapunov-like indicesmean- squared error
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- Conditional median absolute deviation
- Improved nonlinear prediction method
- Semiparametric model average prediction in panel data analysis
- Nonparametric estimation of volatility and its parametric analogs
- Kernel density estimation from complex surveys in the presence of complete auxiliary information
- The bootstrap and Lyapunov exponents in deterministic chaos
- Goodness-of-fit testing of error distribution in nonparametric ARCH(1) models
- On spline approximation of sliced inverse regression
- Linearity testing using local polynomial approximation
- Absorption of shocks in nonlinear autoregressive models
- Forecasting nonlinear time series with neural network sieve bootstrap
- Study on the regularity of predictability limit of chaotic systems with different initial errors
- Statistical analysis of Lyapunov exponents from time series: a Jacobian approach.
- Lag selection and model specification testing in nonparametric autoregressive conditional heteroscedastic models
- Estimating the Lyapunov exponent from chaotic time series with dynamic noise
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