Analysing nonlinear time series with central subspace

DOI10.1080/00949655.2011.571688MaRDI QIDQ5300801zbMATH OpenOpenAlexFDO

Authors Jin-Hong Park

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/10.1080/00949655.2011.571688

zbMATH Keywords

autoregressive conditional heteroscedasticitynonlinear time seriessufficient dimension reductionthreshold autoregressiontime series central subspace

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) General nonlinear regression (62J02) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cites work

• A Model Selection Approach for the Identification of Quantitative Trait Loci in Experimental Crosses
• An Adaptive Estimation of Dimension Reduction Space
• Analysis of Financial Time Series
• Determining the Dimensionality in Sliced Inverse Regression
• Estimating the dimension of a model
• scientific article; zbMATH DE number 1220060 (Why is no real title available?)
• Impact of unknown covariance structures in semiparametric models for longitudinal data: an application to Wisconsin diabetes data
• ON ESTIMATING THRESHOLDS IN AUTOREGRESSIVE MODELS
• On extended partially linear single-index models
• On Sliced Inverse Regression With High-Dimensional Covariates
• ON THE UNBIASEDNESS PROPERTY OF AIC FOR EXACT OR APPROXIMATING LINEAR STOCHASTIC TIME SERIES MODELS
• Successive direction extraction for estimating the central subspace in a multiple-index regres\-sion
• Using the Bootstrap to Select One of a New Class of Dimension Reduction Methods

Cited in

(6)

• Examining deterrence of adult sex crimes: a semi-parametric intervention time-series approach
• Nonparametric approach to intervention time series modeling
• Dimension reduction in time series
• Dimension reduction transfer function model
• Dimension reduction in time series under the presence of conditional heteroscedasticity
• Multiple-index approach to multiple autoregressive time series model

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