Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Statistical inference of time-varying single-index coefficient models for locally stationary time series - MaRDI portal

Statistical inference of time-varying single-index coefficient models for locally stationary time series

From MaRDI portal

Publication:5064146

Jump to:navigation, search

DOI10.1360/N012018-00137zbMath1499.62312MaRDI QIDQ5064146

No author found.

Publication date: 21 March 2022

Published in: SCIENTIA SINICA Mathematica (Search for Journal in Brave)

zbMATH Keywords

kernel estimation two-stage procedure locally stationary single-index coefficient model tensor B-spline

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items (1)

Statistical inference of locally stationary functional coefficient models

This page was built for publication: Statistical inference of time-varying single-index coefficient models for locally stationary time series

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:5064146&oldid=19557836"