Double smoothing local linear estimation in nonlinear time series-Reference-Cited by-同舟云学术

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Double smoothing local linear estimation in nonlinear time series

Published:2021-05-28 Issue: Volume: Page:1-15
ISSN:0361-0926
Container-title:Communications in Statistics - Theory and Methods
language:en
Short-container-title:Communications in Statistics - Theory and Methods

Author:

Prasangika K. D.¹^ORCID,Tang Wan²^ORCID,Yao Zeng³,Zuo Guoxin³^ORCID

Affiliation:

1. Department of Mathematics, University of Ruhuna, Matara, Sri Lanka

2. Department of Biostatistics and Data Science, Tulane University, New Orleans, LA, USA

3. School of Mathematics and Statistics, Central China Normal University, Wuhan, P.R. China

Funder

National Natural Science Foundation of China

Publisher

Informa UK Limited

Subject

Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/03610926.2021.1927096

Reference23 articles.

1. Ballini, R., I. Luna, L. M. D. Lima, R. Lanna, and F. Silveira. 1995. A comparative analysis of neurofuzzy, ann and arima models for brazilian stock index forecasting. SCE - Computing in Economics and Finance.

2. Nonlinear Additive ARX Models

3. Weak Dependence: With Examples and Applications

4. Local Linear Regression Smoothers and Their Minimax Efficiencies

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