Semiparametric Regression Smoothing of Non-linear Time Series

DOI10.1111/1467-9469.00118zbMath0921.62109OpenAlexW2102707052MaRDI QIDQ4255148

J. T. Gao

Publication date: 10 August 1999

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9469.00118

zbMATH Keywords

alpha-mixingautoregressive modelnonlinear time seriesMackey-Glass systemsemiparametric regression smoothing

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) General nonlinear regression (62J02)

Related Items (12)

Two-step variable selection in partially linear additive models with time series data ⋮ Robust estimators under semi-parametric partly linear autoregression: Asymptotic behaviour and bandwidth selection ⋮ Empirical likelihood-based subset selection for partially linear autoregressive models ⋮ Semiparametric Non-Linear Time Series Model Selection ⋮ On a partly linear autoregressive model with moving average errors ⋮ Estimation in semiparametric spatial regression ⋮ Statistical inference on regression with spatial dependence ⋮ PARAMETER ESTIMATION IN A PARTLY LINEAR REGRESSION MODEL WITH RANDOM COEFFICIENT AUTOREGRESSIVE ERRORS ⋮ A central limit theorem for a random quadratic form of strictly stationary processes ⋮ Comments on: Some recent theory for autoregressive count time series ⋮ Semiparametric regression under long-range dependent errors. ⋮ Model specification tests in nonparametric stochastic regression models

This page was built for publication: Semiparametric Regression Smoothing of Non-linear Time Series