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Single-index coefficient models for nonlinear time series - MaRDI portal

Single-index coefficient models for nonlinear time series (Q3021174)

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Single-index coefficient models for nonlinear time series
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    Single-index coefficient models for nonlinear time series (English)
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    22 July 2011
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    dimension reduction
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    forecasting
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    multivariate
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    PS
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    smoothing parameter
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    varying-coefficient model
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