Generalized smoothed estimating functions for nonlinear time series.

DOI10.1016/S0167-7152(03)00218-9zbMath1116.62337MaRDI QIDQ1423103

A. Thavaneswaran, M. Shelton Peiris

Publication date: 14 February 2004

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

SmoothingEstimating functionsGeneralized estimatorsNon parametric Kernel density

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05)

Cites Work

• Unnamed Item
• Estimation in nonlinear time series models
• A note on smoothed estimating functions
• On bandwidth variation in kernel estimates. A square root law
• Nonparametric estimation for some nonlinear models
• Remarks on Some Nonparametric Estimates of a Density Function
• The foundations of finite sample estimation in stochastic processes
• ESTIMATION FOR NON-LINEAR TIME SERIES MODELS USING ESTIMATING EQUATIONS
• THE ESTIMATION OF RANDOM COEFFICIENT AUTOREGRESSIVE MODELS. I

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