Semiparametric methods in nonlinear time series analysis: a selective review
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Publication:5419459
DOI10.1080/10485252.2013.840724zbMath1359.62384OpenAlexW2624352981MaRDI QIDQ5419459
Patrick W. Saart, J. T. Gao, Nam Hyun Kim
Publication date: 6 June 2014
Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)
Full work available at URL: http://business.monash.edu/econometrics-and-business-statistics/research/publications/ebs/wp21-12.pdf
autoregressive time seriesnonparametric modelnonstationary processsemiparametric methodpartially linear structure
Applications of statistics to economics (62P20) Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05) Research exposition (monographs, survey articles) pertaining to statistics (62-02)
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