Semiparametric smooth transition modeling for nonlinear time series

zbMATH Open1100.62092MaRDI QIDQ5484086FDOQ5484086

Dimitrios Thomakos

Publication date: 24 August 2006

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 (6)

• Semiparametric transition models
• 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
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