A semiparametric approach for modelling multivariate nonlinear time series

DOI10.1002/CJS.11518OpenAlexW2963716239MaRDI QIDQ5107611

Mahtab Hajebi, Rahman Farnoosh, S. Yaser Samadi

Publication date: 28 April 2020

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

Full work available at URL: https://doi.org/10.1002/cjs.11518

zbMATH Keywords

maximum likelihood estimationkernel estimationsemiparametric estimationvector autoregressive modelmultivariate Taylor series expansion

Mathematics Subject Classification ID

Statistics (62-XX)

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