Weighted nonlinear regression with nonstationary time series

DOI10.5705/SS.202021.0426MaRDI QIDQ6593387zbMATH OpenFDO

Authors Chunlei Jin, Qiying Wang

Publication date 26 August 2024

Published in STATISTICA SINICA (Search for Journal in Brave)

Full work available at URL https://doi.org/10.5705/SS.202021.0426

zbMATH Keywords

cointegrationmixture of normal distributionsnonlinear cointegrating regressionnonstationarityweighted least squares estimation

Mathematics Subject Classification ID

Statistics (62-XX)

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