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SEMIPARAMETRIC TIME SERIES REGRESSION - MaRDI portal

SEMIPARAMETRIC TIME SERIES REGRESSION (Q4319840)

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scientific article; zbMATH DE number 711380
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SEMIPARAMETRIC TIME SERIES REGRESSION
scientific article; zbMATH DE number 711380

    Statements

    title
    SEMIPARAMETRIC TIME SERIES REGRESSION (English)
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    author
    Young K. Truong
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    Charles J. Stone
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    publication date
    29 June 1995
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    Mathematics Subject Classification ID
    62G07
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    62M10
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    62G20
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    zbMATH DE Number
    711380
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    zbMATH Keywords
    nonparametric regression
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    local polynomial estimator
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    optimal rate of convergence
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    optimal estimation
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    bivariate stationary time series
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    autoregressive process
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    OpenAlex ID
    W2101894657
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