Generalized smoothed estimating function
β
A. Thavaneswaran; Shelton Peiris
π
Article
π
2003
π
Elsevier Science
π
English
β 208 KB
This note considers a new class of nonparametric estimators for nonlinear time-series models based on kernel smoothers. Various new results are given for two popular nonlinear time-series models and compared with the results of Thavaneswaran and Peiris (Statist. Probab. Lett. 28 (1996) 227).