Statistical modelling of nonlinear long-term cumulative effects

Statistica Sinica

Volumn 20, Issue 3, 2010, Pages 1097-1123

  Kong, Efang ^a   Tong, Howell ^b   Xia, Yingcun ^c  

^a UNIVERSITY OF KENT   (United Kingdom)

^b LONDON SCHOOL OF ECONOMICS   (United Kingdom)

^c NATIONAL UNIVERSITY OF SINGAPORE   (Singapore)

Author keywords

Cumulative effect; Generalized additive model; Local linear smoother; Nonlinear time series; Polynomial splines; Single index model

Indexed keywords

EID: 78349232002     PISSN: 10170405     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

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