Functional coefficient time series models with trending regressors
Year of publication: |
2019
|
---|---|
Authors: | Cheng, Tingting |
Subject: | Bandwidth selection | functional coefficient models | generalized likelihood ratio | local linear estimation | martingale difference sequence | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Regressionsanalyse | Regression analysis | Nichtparametrisches Verfahren | Nonparametric statistics |
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