A two-stage approach to additive time series models

Statistica Neerlandica

Volumn 56, Issue 4, 2002, Pages 415-433

  Cai, Zongwu ^a  

^a UNIVERSITY OF NORTH CAROLINA AT CHARLOTTE   (United States)

Author keywords

ARX models; Asymptotic theory; Bandwidth selection; Local linear fitting; Nonlinear time series; Projection method

Indexed keywords

EID: 0036872019     PISSN: 00390402     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9574.00210     Document Type: Article

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