scientific article; zbMATH DE number 5049144

zbMATH Open1100.62092MaRDI QIDQ5484086

Dimitrios Thomakos

Publication date: 24 August 2006

Title of this publication is not available (Why is that?)

zbMATH Keywords

time seriesnonlinearitynonparametricsemiparametricautoregressionsmooth transition

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05) Non-Markovian processes: estimation (62M09) Point estimation (62F10)

Related Items (5)

Title not available (Why is that?) ⋮ A Simple Specification Procedure for the Transition Function in Persistent Nonlinear Time Series Models ⋮ Semiparametric Ultra-High Dimensional Model Averaging of Nonlinear Dynamic Time Series ⋮ Two-phase nonlinear regression with smooth transition ⋮ Semiparametric transition models

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