Statistical inference for single-index-driven varying-coefficient time series model with explanatory variables
type: Item
instance of: scholarly article
title: Statistical inference for single-index-driven varying-coefficient time series model with explanatory variables
zbMATH Open document ID: 1471.62277
author: Jingwen Huang
author: Dehui Wang
published in: Proceedings of the Indian Academy of Sciences. Mathematical Sciences
publication date: 2021-08-20T00:00:00Z
Mathematics Subject Classification ID: 62F12
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 60G10
zbMATH DE Number: 7383940
zbMATH Keywords: varying-coefficient time series model
zbMATH Keywords: single-index-driven
zbMATH Keywords: local linear smoothing
zbMATH Keywords: asymptotic normality
zbMATH Keywords: bandwidth selection
MaRDI profile type: Publication
full work available at URL: s12044-021-00614-x
OpenAlex ID: W3174150850
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DOI: 10.1007/S12044-021-00614-X
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description: scientific article; zbMATH DE number 7383940