A novel partial-linear single-index model for time series data
type: Item
instance of: scholarly article
title: A novel partial-linear single-index model for time series data
author: Lei Huang
author: Hui Jiang
author: Huixia Wang
published in: Computational Statistics and Data Analysis
publication date: 2019-02-21T00:00:00Z
Mathematics Subject Classification ID: 62-08
Mathematics Subject Classification ID: 62G08
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62G05
Mathematics Subject Classification ID: 62G20
zbMATH DE Number: 7027267
zbMATH Keywords: conditional mean
zbMATH Keywords: ARMA process
zbMATH Keywords: spectral density function
zbMATH Keywords: periodogram
zbMATH Keywords: out-of-sample prediction
describes a project that uses: SemiPar
MaRDI profile type: Publication
full work available at URL: j.csda.2018.12.012
OpenAlex ID: W2911068172
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DOI: 10.1016/J.CSDA.2018.12.012
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description: scientific article; zbMATH DE number 7027267