Functional Coefficient Regression Models for Non-linear Time Series: A Polynomial Spline Approach
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Publication:4677110
DOI10.1111/j.1467-9469.2004.00404.xzbMath1062.62184OpenAlexW2126012814MaRDI QIDQ4677110
Haipeng Shen, Jianhua Z. Huang
Publication date: 20 May 2005
Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9469.2004.00404.x
Inference from stochastic processes and prediction (62M20) Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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