Statistical inference of time-varying single-index coefficient models for locally stationary time series (Q5064146)
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scientific article; zbMATH DE number 7494845
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Statistical inference of time-varying single-index coefficient models for locally stationary time series |
scientific article; zbMATH DE number 7494845 |
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Statistical inference of time-varying single-index coefficient models for locally stationary time series (English)
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21 March 2022
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locally stationary
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single-index coefficient model
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two-stage procedure
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tensor B-spline
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kernel estimation
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