Semiparametric smooth transition modeling for nonlinear time series

MaRDI QIDQ5484086zbMATH OpenFDO

Authors 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)

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(7)

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