Nonparametric identification of nonlinear time series: Projections

Journal of the American Statistical Association

Volumn 89, Issue 428, 1994, Pages 1398-1409

  Tjøstheim, Dag ^a   Auestad, Bjørn H ^b  

^a UNIVERSITY OF BERGEN   (Norway)

^b UNIVERSITY OF STAVANGER   (Norway)

Author keywords

Additive; Asymptotic bias; Conditional mean; Conditional variance; Kernel estimation

Indexed keywords

EID: 84950953819     PISSN: 01621459     EISSN: 1537274X     Source Type: Journal    
DOI: 10.1080/01621459.1994.10476879     Document Type: Article

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