A flexible semiparametric model for time series
Degui Li, Oliver Linton and Zudi Lu
Year of publication: |
2012
|
---|---|
Authors: | Li, Degui ; Linton, Oliver ; Lu, Zu-di |
Publisher: |
Clayton, Vic. : Dep. of Econometrics and Business Statistics, Monash Univ. |
Subject: | Nadaraya-Watson kernel estimation | Zeitreihenanalyse | Time series analysis | Nichtparametrisches Verfahren | Nonparametric statistics |
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