Functional-Coefficient Regression Models for Nonlinear Time Series
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Publication:4541319
DOI10.2307/2669476zbMath0996.62078OpenAlexW1511338483MaRDI QIDQ4541319
Qiwei Yao, Zong-Wu Cai, Jianqing Fan
Publication date: 30 July 2002
Full work available at URL: http://eprints.lse.ac.uk/6314/1/Functional-coefficient_regression_models_for_nonlinear_time_series%28LSERO%29.pdf
bootstrapalpha-mixingasymptotic normalityforecastingnonlinear time serieslocal linear regressionvarying-coefficient modelsgood-ness-of-fit test
Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) General nonlinear regression (62J02)
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