A novel partial-linear single-index model for time series data
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DOI: 10.1016/j.csda.2018.12.012
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Cited by:
- Jin, Lei, 2021. "Robust tests for time series comparison based on Laplace periodograms," Computational Statistics & Data Analysis, Elsevier, vol. 160(C).
- Wei, Honglei & Zhang, Hongfan & Jiang, Hui & Huang, Lei, 2022. "On the semi-varying coefficient dynamic panel data model with autocorrelated errors," Computational Statistics & Data Analysis, Elsevier, vol. 173(C).
- Ke, Rui & Lu, Wanbo & Jia, Jing, 2021. "Evaluating multiplicative error models: A residual-based approach," Computational Statistics & Data Analysis, Elsevier, vol. 153(C).
- Rodrigo A. Oliveira & Gilberto A. Paula, 2021. "Additive models with autoregressive symmetric errors based on penalized regression splines," Computational Statistics, Springer, vol. 36(4), pages 2435-2466, December.
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Keywords
Conditional mean; ARMA process; Spectral density function; Periodogram; Out-of-sample prediction;All these keywords.
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