Generalized smoothed estimating functions for nonlinear time series

This note considers a new class of nonparametric estimators for nonlinear time-series models based on kernel smoothers. Various new results are given for two popular nonlinear time-series models and compared with the results of Thavaneswaran and Peiris (Statist. Probab. Lett. 28 (1996) 227).

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Year of publication:	2003
Authors:	Thavaneswaran, A. ; Peiris, Shelton
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 65.2003, 1, p. 51-56
Publisher:	Elsevier
Keywords:	Non parametric Kernel density Generalized estimators Nonlinear Time series Estimating functions Smoothing

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005223731