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Generalized smoothed estimating functions for nonlinear time series

โœ Scribed by A. Thavaneswaran; Shelton Peiris

Publisher
Elsevier Science
Year
2003
Tongue
English
Weight
208 KB
Volume
65
Category
Article
ISSN
0167-7152

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โœฆ Synopsis

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).

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