Analysing nonlinear time series with central subspace

DOI10.1080/00949655.2011.571688zbMath1431.62409OpenAlexW2135404061MaRDI QIDQ5300801

Jin-Hong Park

Publication date: 28 June 2013

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2011.571688

zbMATH Keywords

nonlinear time seriessufficient dimension reductionthreshold autoregressiontime series central subspaceautoregressive conditional heteroscedasticity

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) General nonlinear regression (62J02)

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