Estimating nonlinear additive models with nonstationarities and correlated errors

DOI10.1111/sjos.12342zbMath1478.62270OpenAlexW2556248671WikidataQ129406716 ScholiaQ129406716MaRDI QIDQ4629278

Michael Vogt, Christopher Walsh

Publication date: 21 March 2019

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

Full work available at URL: https://doi.org/10.1111/sjos.12342

zbMATH Keywords

nonstationarysemiparametriccorrelated errorssmooth backfitting

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to environmental and related topics (62P12) Measures of association (correlation, canonical correlation, etc.) (62H20) General nonlinear regression (62J02) Climate science and climate modeling (86A08)

Related Items (1)

Locally Stationary Multiplicative Volatility Modeling

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