Semiparametric regression estimation in null recurrent nonlinear time series [electronic resource] /...
Semiparametric regression estimation in null recurrent nonlinear time series [electronic resource] / Jia Chen, Jiti Gao and Degui Li.
About this item
Full title
Author / Creator
Publisher
[Adelaide] : University of Adelaide, School of Economics, 2009.
Date
2009.
Record Identifier
MMS ID
Language
English
Formats
Publication information
Publisher
[Adelaide] : University of Adelaide, School of Economics, 2009.
Series
Place of Publication
South Australia
Date Published
2009.
Subjects
More information
Scope and Contents
Summary
Estimation theory in a nonstationary environment has been very popular in recent years. Existing studies focus on nonstationarity in parametric linear, parametric nonlinear and nonparametric nonlinear models. In this paper, we consider a partially linear model of the form Yt = X t +g(Vt)+ t, t = 1, · · · , n, where {Vt} is a sequence of ?null r...
Alternative Titles
Full title
Semiparametric regression estimation in null recurrent nonlinear time series [electronic resource] / Jia Chen, Jiti Gao and Degui Li.
Authors, Artists and Contributors
Author / Creator
Author / Artists
Notes
General note
Research paper / University of Adelaide, School of Economics ; no. 2009-02.
Title from title screen (viewed on Aug. 10, 2011)
"February 2009".
Includes bibliographical references (p. 51-53)
System details note
Mode of access: Internet via World Wide Web. Address as at 10/08/2011: http://www.economics.adelaide.edu.au/research/papers/
System requirements: Adobe Acrobat reader to access the document in PDF.
Contextual Information
Other version (online)
Identifiers
Primary Identifiers
Record Identifier
74VvKylwgw4b
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/74VvKylwgw4b
Other Identifiers
DDC
519.2
MMS ID
991007953199702626
