Dimension reduction transfer function model
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Publication:5300738
DOI10.1080/00949655.2010.519704zbMath1431.62408OpenAlexW2004167375MaRDI QIDQ5300738
Publication date: 28 June 2013
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949655.2010.519704
dimension reductionnonlinear time seriestransfer function modelNadaraya-Watson kernel smoothercentral mean subspace in time series
Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10)
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