Nonparametric transfer function models

Author:

Liu Jun M.,Chen Rong,Yao Qiwei

Publisher

Elsevier BV

Subject

Applied Mathematics,Economics and Econometrics

Reference43 articles.

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2. Time Series Analysis: Forecasting and Control;Box,1994

3. Time Series: Theory and Methods;Brockwell,1991

4. Functional-coefficient regression models for nonlinear time series;Cai;Journal of the American Statistical Association,2000

5. Generalized partially linear single-index models;Carroll;Journal of the American Statistical Association,1997

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