Generalized smoothed estimating functions for nonlinear time series

A. Thavaneswaran and Shelton Peiris

Statistics & Probability Letters, 2003, vol. 65, issue 1, 51-56

Abstract: 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).

Keywords: Non; parametric; Kernel; density; Generalized; estimators; Nonlinear; Time; series; Estimating; functions; Smoothing (search for similar items in EconPapers)
Date: 2003
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