Semiparametric methods in nonlinear time series analysis: a selective review

DOI10.1080/10485252.2013.840724zbMath1359.62384MaRDI QIDQ5419459

Patrick W. Saart, J. T. Gao, Nam Hyun Kim

Publication date: 6 June 2014

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

Full work available at URL: http://business.monash.edu/econometrics-and-business-statistics/research/publications/ebs/wp21-12.pdf

zbMATH Keywords

autoregressive time series; nonparametric model; nonstationary process; semiparametric method; partially linear structure

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62G10: Nonparametric hypothesis testing

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62G05: Nonparametric estimation

62-02: Research exposition (monographs, survey articles) pertaining to statistics

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