Nonparametric estimation of additive nonlinear ARX time series : local linear fitting and projections
Year of publication: |
2000
|
---|---|
Authors: | Cai, Zongwu ; Masry, Elias |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 16.2000, 4, p. 465-501
|
Subject: | Zeitreihenanalyse | Time series analysis | Nichtparametrisches Verfahren | Nonparametric statistics | Theorie | Theory |
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