Local quasi-likelihood approach to varying-coefficient discrete-valued time series models

Journal of Nonparametric Statistics

Volumn 15, Issue 6, 2003, Pages 693-711

  Cai, Zongwu ^a  

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

Author keywords

Asymptotics; Local linear fitting; Markov regression models; Nonlinear time series analysis; Nonparametric Akaike information criterion; Quasi likelihood

Indexed keywords

EID: 0347569235     PISSN: 10485252     EISSN: None     Source Type: Journal    
DOI: 10.1080/10485250310001634728     Document Type: Article

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