Nonparametric time series prediction: A semi-functional partial linear modeling

DOI10.1016/j.jmva.2007.04.010zbMath1133.62075OpenAlexW2048583289MaRDI QIDQ2482131

Publication date: 16 April 2008

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2007.04.010

zbMATH Keywords

dependent data time series prediction functional data partial linear regression semiparametric functional model

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20)

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