On the estimation of an instantaneous transformation for time series

Journal of the Royal Statistical Society. Series B: Statistical Methodology

Volumn 62, Issue 2, 2000, Pages 383-397

  Xia, Yingcun ^b   Tong, Howell ^b   Li, W K ^a   Zhu, Li Xing ^a  

^a UNIVERSITY OF HONG KONG   (Hong Kong)

^b University of Hong Kong ^*

Author keywords

Autoregressive model; Autoregressive transformation; L spline; Monotonic function estimation; Order selection

Indexed keywords

EID: 0034364965     PISSN: 13697412     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9868.00238     Document Type: Article

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