A two–stage approach to additive time series models
Author:
Affiliation:
1. University of North Carolina at Charlotte, USA
Publisher
Wiley
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
https://onlinelibrary.wiley.com/doi/pdf/10.1111/1467-9574.00210
Reference36 articles.
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2. 2B. AUESTAD, and D. TJOSTHEIM(1991 ), Functional identification in nonlinear time series , In G. G. ROUSSAS (ed.),Nonparametric functional estimation and related topics, Kluwer Academic, Amsterdam, 493-507.
3. Average Regression Surface for Dependent Data
4. Functional-Coefficient Regression Models for Nonlinear Time Series
5. NONPARAMETRIC ESTIMATION OF ADDITIVE NONLINEAR ARX TIME SERIES: LOCAL LINEAR FITTING AND PROJECTIONS
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