A semiparametric approach for modelling multivariate nonlinear time series (Q5107611)
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scientific article; zbMATH DE number 7194121
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A semiparametric approach for modelling multivariate nonlinear time series |
scientific article; zbMATH DE number 7194121 |
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A semiparametric approach for modelling multivariate nonlinear time series (English)
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28 April 2020
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kernel estimation
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maximum likelihood estimation
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multivariate Taylor series expansion
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semiparametric estimation
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vector autoregressive model
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