A diagnostic statistic for functional-coefficient autoregressive models (Q4216592)
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scientific article; zbMATH DE number 1218005
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A diagnostic statistic for functional-coefficient autoregressive models |
scientific article; zbMATH DE number 1218005 |
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A diagnostic statistic for functional-coefficient autoregressive models (English)
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4 March 1999
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stationary time series
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nonlinear time series
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conditional least squares estimator
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delay parameter
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nonparametric estimator
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