A specification test for nonlinear nonstationary models (Q447823)
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scientific article; zbMATH DE number 6073773
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A specification test for nonlinear nonstationary models |
scientific article; zbMATH DE number 6073773 |
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A specification test for nonlinear nonstationary models (English)
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29 August 2012
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intersection local time
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kernel regression
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nonlinear nonparametric model
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nonstationary time series
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specification tests
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weak convergence
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