Functional coefficient autoregressive models for vector time series (Q959434)
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scientific article; zbMATH DE number 5381749
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Functional coefficient autoregressive models for vector time series |
scientific article; zbMATH DE number 5381749 |
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Functional coefficient autoregressive models for vector time series (English)
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11 December 2008
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multivariate series
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nonlinearity
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nonparametric regression
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sieve likelihood bootstrap test
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