Semiparametric smooth transition modeling for nonlinear time series

zbMATH Open1100.62092MaRDI QIDQ5484086FDOQ5484086

Authors: Dimitrios Thomakos 

Publication date: 24 August 2006

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zbMATH Keywords

semiparametrictime seriesnonparametricautoregressionnonlinearitysmooth transition

Mathematics Subject Classification ID

Point estimation (62F10) Nonparametric estimation (62G05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09)

Cited In (7)

• Semiparametric transition models
• The strong mixing data-based semiparametric smooth transition regression model
• Two-phase nonlinear regression with smooth transition
• Semiparametric Ultra-High Dimensional Model Averaging of Nonlinear Dynamic Time Series
• A Simple Specification Procedure for the Transition Function in Persistent Nonlinear Time Series Models
• Title not available (Why is that?)
• Title not available (Why is that?)

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