Functional coefficient autoregressive models for vector time series (Q959434)

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scientific article; zbMATH DE number 5381749
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Functional coefficient autoregressive models for vector time series
scientific article; zbMATH DE number 5381749

    Statements

    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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