Adaptive estimation in partially linear autoregressive models

Canadian Journal of Statistics

Volumn 28, Issue 3, 2000, Pages 571-586

  Gao, Jiti ^a   Yee, Thomas ^b  

^a UNIVERSITY OF WESTERN AUSTRALIA   (Australia)

^b UNIVERSITY OF AUCKLAND   (New Zealand)

Author keywords

Adaptive estimation; Dependent process; Nonlinear time series; Partially linear autoregression; Strict stationarity

Indexed keywords

EID: 0034359662     PISSN: 03195724     EISSN: None     Source Type: Journal    
DOI: 10.2307/3315966     Document Type: Article

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