Single-index coefficient models for nonlinear time series
From MaRDI portal
Publication:3021174
DOI10.1080/10485252.2010.497554zbMath1359.62389OpenAlexW1982146865MaRDI QIDQ3021174
Haiqun Lin, Yan Yu, Tracy Zhou Wu
Publication date: 22 July 2011
Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10485252.2010.497554
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05)
Related Items
Variable selection for single-index varying-coefficient model ⋮ Robust check loss-based variable selection of high-dimensional single-index varying-coefficient model ⋮ Robust exponential squared loss-based variable selection for high-dimensional single-index varying-coefficient model
Uses Software
Cites Work
- Unnamed Item
- Statistical methods with varying coefficient models
- Penalized spline estimation for functional coefficient regression models
- Statistical estimation in varying coefficient models
- Nonlinear Regression with Dependent Observations
- Single‐Index Additive Vector Autoregressive Time Series Models
- On the asymptotics of penalized splines
- Nonlinear Regression on Cross-Section Data
- Modelling nonlinear random vibrations using an amplitude-dependent autoregressive time series model
- Nonparametric smoothing estimates of time-varying coefficient models with longitudinal data
- Empirical-Bias Bandwidths for Local Polynomial Nonparametric Regression and Density Estimation
- Generalized Partially Linear Single-Index Models
- Semiparametric Regression
- Penalized Spline Estimation for Partially Linear Single-Index Models
- On Single-Index Coefficient Regression Models
- Functional-Coefficient Regression Models for Nonlinear Time Series
- Adaptive Varying-Coefficient Linear Models
- Functional Coefficient Regression Models for Non-linear Time Series: A Polynomial Spline Approach
- Functional-Coefficient Autoregressive Models
- Nonparametric Multistep-Ahead Prediction in Time Series Analysis
- Spline-Based Tests in Survival Analysis
- Nonparametric regression in the presence of measurement error
- Miscellanea. On the optimal amount of smoothing in penalised spline regression
- Theory for penalised spline regression
- Estimating the Interest Rate Term Structure of Corporate Debt With a Semiparametric Penalized Spline Model
- Quadratic Inference Functions for Varying‐Coefficient Models with Longitudinal Data
- Nonlinear and Nonparametric Regression and Instrumental Variables
