NON- AND SEMIPARAMETRIC IDENTIFICATION OF SEASONAL NONLINEAR AUTOREGRESSION MODELS
| Year of publication: |
2002
|
|---|---|
| Authors: | Yang, Lijian ; Tschernig, Rolf |
| Published in: |
Econometric Theory. - Cambridge University Press. - Vol. 18.2002, 06, p. 1408-1448
|
| Publisher: |
Cambridge University Press |
| Description of contents: | Abstract [journals.cambridge.org] |