Estimation of an autoregressive semiparametric model with exogenous variables

Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes (62M99)

Related Items (2)

Spline estimation of partially linear regression models for time series with correlated errors ⋮ Estimation and simulation of autoregressive Hilbertian processes with exogenous variables

Cites Work

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