Nonparametric Identification of Nonlinear Time Series: Projections
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Publication:4323568
DOI10.2307/2291002zbMath0813.62036MaRDI QIDQ4323568
Dag Tjøstheim, Bjørn H. Auestad
Publication date: 23 February 1995
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2291002
projections; identification; asymptotic bias; kernel estimation; nonlinear time series; linear time series; conditional variance; conditional mean; additive modeling; heteroscedastic time series
62G07: Density estimation
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
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