Nonparametric Identification of Nonlinear Time Series: Projections

DOI10.2307/2291002zbMath0813.62036OpenAlexW4237386988MaRDI QIDQ4323568

Publication date: 23 February 1995

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2291002

zbMATH Keywords

projections identification asymptotic bias kernel estimation nonlinear time series linear time series conditional variance conditional mean additive modeling heteroscedastic time series

Mathematics Subject Classification ID

Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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