Varying-coefficient linear models arise from multivariate nonparametric regression, nonlinear time series modelling and forecasting, functional data analysis, longitudinal data analysis, and others. It has been a common practice to assume that the vary-coefficients are functions of a given...

Varying-coefficient linear models arise from multivariate nonparametric regression, nonlinear time series modelling and forecasting, functional data analysis, longitudinal data analysis, and others. It has been a common practice to assume that the vary-coefficients are functions of a given...

For a set of spatially dependent dynamical models, we propose a method for estimating parameters that control temporal dynamics by spatial smoothing. The new approach is particularly relevant for analyzing spatially distributed panels of short time series. The asymptotic results show that...

The local linear regression technique is applied to estimation of functional-coefficient regression models for time series data. The models include threshold autoregressive models and functional-coefficient autoregressive models as special cases but with the added advantages such as depicting...