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Estimation and Prediction for a Class of Dynamic Nonlinear Statistical Models

✍ Scribed by Ord, J. K.; Koehler, A. B.; Snyder, R. D.


Book ID
121399134
Publisher
American Statistical Association
Year
1997
Tongue
English
Weight
926 KB
Volume
92
Category
Article
ISSN
0162-1459

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Estimation and test of linearity for a c
✍ Nathalie ChΓ¨ze-Payaud; Jean-Michel Poggi; Bruno Portier πŸ“‚ Article πŸ“… 1998 πŸ› Elsevier Science 🌐 English βš– 619 KB

This paper deals with the estimation and the test for linearity of models belonging to a class of additive nonlinear ones. We prove the joint asymptotic normality for a kernel estimator and provide a test for linearity of each function defining the model.