A semiparametric approach for modelling multivariate nonlinear time series
type: Item
instance of: scholarly article
title: A semiparametric approach for modelling multivariate nonlinear time series
author: S. Yaser Samadi
author: Mahtab Hajebi
author: Rahman Farnoosh
publication date: 2020-04-28T00:00:00Z
Mathematics Subject Classification ID: 62-XX
zbMATH DE Number: 7194121
zbMATH Keywords: kernel estimation
zbMATH Keywords: maximum likelihood estimation
zbMATH Keywords: multivariate Taylor series expansion
zbMATH Keywords: semiparametric estimation
zbMATH Keywords: vector autoregressive model
MaRDI profile type: Publication
full work available at URL: cjs.11518
OpenAlex ID: W2963716239
DOI: 10.1002/CJS.11518
published in: The Canadian Journal of Statistics
description: scientific article; zbMATH DE number 7194121