Nonparametric transfer function models with localized temporal effect
A semiparametric transfer function model is proposed and estimated using the backfitting algorithm. Simulation studies indicated that the procedure provides robust estimates for the transfer function especially for short time series data. This provides a viable alternative to the parametric transf...
| Yayımlandı: | Philippine Statistician Vol. 62, no. 1 (2013), 1-14 |
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| Yazar: | |
| Materyal Türü: | Makale |
| Dil: | English |
| Baskı/Yayın Bilgisi: |
2013
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| Konular: |