Non- And Semiparametric Identification Of Seasonal Nonlinear Autoregression Models
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- L. Yang & R. Tschernig, 1998. "Non- and Semiparametric Identification of Seasonal Nonlinear Autoregression Models," SFB 373 Discussion Papers 1998,114, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
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- Chikhi, Mohamed & Terraza, Michel, 2002.
"Un essai de prévision non paramétrique de l'action France Télécom
[A nonparametric prediction test of the France Telecom stock proces]," MPRA Paper 77268, University Library of Munich, Germany, revised Dec 2003.
- Yang, Lijian & Park, Byeong U. & Xue, Lan & Hardle, Wolfgang, 2006.
"Estimation and Testing for Varying Coefficients in Additive Models With Marginal Integration,"
Journal of the American Statistical Association,
American Statistical Association, vol. 101, pages 1212-1227, September.
- Yang, Lijian & Härdle, Wolfgang & Park, Byeong U., 2002. "Estimation and testing for varying coefficients in additive models with marginal integration," SFB 373 Discussion Papers 2002,75, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Lijian Yang & Byeong U. Park & Lan Xue & Wolfgang Härdle, 2005. "Estimation and Testing for Varying Coefficients in Additive Models with Marginal Integration," SFB 649 Discussion Papers SFB649DP2005-047, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- LÃ¼tkepohl,Helmut & KrÃ¤tzig,Markus (ed.), 2004. "Applied Time Series Econometrics," Cambridge Books, Cambridge University Press, number 9780521547871, April.
- Gao, Jiti, 2007. "Nonlinear time series: semiparametric and nonparametric methods," MPRA Paper 39563, University Library of Munich, Germany, revised 01 Sep 2007.
- CHIKHI, Mohamed, 2017.
"Chocs exogènes et non linéarités dans les séries boursières: Application à la modélisation non paramétrique du cours de l'action Orange
[Exogenous Shocks and nonlinearity in the stock exchange seri," MPRA Paper 76691, University Library of Munich, Germany, revised 2017.
- CHIKHI, Mohamed, 2009.
"Identification non paramétrique d’un processus non linéaire hétéroscédastique
[Nonparametric identification of heteroscedastic nonlinear process]," MPRA Paper 82108, University Library of Munich, Germany, revised 2009.
- Tang, Ling & Yu, Lean & He, Kaijian, 2014. "A novel data-characteristic-driven modeling methodology for nuclear energy consumption forecasting," Applied Energy, Elsevier, vol. 128(C), pages 1-14.
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