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Non- And Semiparametric Identification Of Seasonal Nonlinear Autoregression Models

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  • Yang, Lijian
  • Tschernig, Rolf

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  • Yang, Lijian & Tschernig, Rolf, 2002. "Non- And Semiparametric Identification Of Seasonal Nonlinear Autoregression Models," Econometric Theory, Cambridge University Press, vol. 18(06), pages 1408-1448, December.
  • Handle: RePEc:cup:etheor:v:18:y:2002:i:06:p:1408-1448_18
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    Cited by:

    1. 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.
    2. 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.
    3. Lütkepohl,Helmut & Krätzig,Markus (ed.), 2004. "Applied Time Series Econometrics," Cambridge Books, Cambridge University Press, number 9780521547871, April.
    4. Gao, Jiti, 2007. "Nonlinear time series: semiparametric and nonparametric methods," MPRA Paper 39563, University Library of Munich, Germany, revised 01 Sep 2007.
    5. 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.
    6. 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.
    7. 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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