NON- AND SEMIPARAMETRIC IDENTIFICATION OF SEASONAL NONLINEAR AUTOREGRESSION MODELS

DOI10.1017/S0266466602186075zbMath1023.62092OpenAlexW2104607798WikidataQ61865779 ScholiaQ61865779MaRDI QIDQ4807339

Rolf Tschernig

Publication date: 18 May 2003

Published in: Econometric Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0266466602186075

zbMATH Keywords

nonliner time seriesseasonal nonlinear autoregression

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Point estimation (62F10) Monte Carlo methods (65C05)

Related Items (3)

Non-parametric estimation of a multiscale CHARN model using SVR ⋮ Identification of Non-Linear Additive Autoregressive Models ⋮ Estimation of semi-parametric additive coefficient model

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