NONLINEAR REGRESSION FOR MULTIPLE TIME-SERIES

被引：29
|
作者：
ROBINSON, PM [1 ]
机构：
[1] AUSTRALIAN NATL UNIV,MELBOURNE,AUSTRALIA
来源：
JOURNAL OF APPLIED PROBABILITY | 1972年 / 9卷 / 04期
关键词：
D O I：
10.2307/3212613
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
引用
收藏
页码：758 / 768
页数：11
相关论文
共 50 条
  • [1] MULTIPLE TIME-SERIES REGRESSION WITH INTEGRATED PROCESSES
    PHILLIPS, PCB
    DURLAUF, SN
    REVIEW OF ECONOMIC STUDIES, 1986, 53 (04): : 473 - 495
  • [2] NONPARAMETRIC TIME-SERIES REGRESSION
    TRUONG, YK
    ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 1994, 46 (02) : 279 - 293
  • [3] SEASONAL ADJUSTMENT OF ECONOMIC TIME-SERIES AND MULTIPLE-REGRESSION ANALYSIS
    LOVELL, MC
    JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1963, 58 (304) : 993 - &
  • [4] Nonlinear time-series analysis
    Parlitz, U
    NONLINEAR MODELING: ADVANCED BLACK-BOX TECHNIQUES, 1998, : 209 - 239
  • [5] On robust inference in time-series regression
    Baillie, Richard T.
    Diebold, Francis X.
    Kapetanios, George
    Kim, Kun Ho
    Mora, Aaron
    ECONOMETRICS JOURNAL, 2024,
  • [6] ROBUST NONPARAMETRIC REGRESSION IN TIME-SERIES
    TRUONG, YK
    JOURNAL OF MULTIVARIATE ANALYSIS, 1992, 41 (02) : 163 - 177
  • [7] TIME-SERIES COUNT DATA REGRESSION
    BRANNAS, K
    JOHANSSON, P
    COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 1994, 23 (10) : 2907 - 2925
  • [8] Geodesic Regression for Image Time-Series
    Niethammer, Marc
    Huang, Yang
    Vialard, Francois-Xavier
    MEDICAL IMAGE COMPUTING AND COMPUTER-ASSISTED INTERVENTION (MICCAI 2011), PT II, 2011, 6892 : 655 - +
  • [9] Understanding time-series regression estimators
    Choudhury, AH
    Hubata, R
    Louis, RDS
    AMERICAN STATISTICIAN, 1999, 53 (04): : 342 - 348
  • [10] RATES OF CONVERGENCE FOR TIME-SERIES REGRESSION
    HANNAN, EJ
    ADVANCES IN APPLIED PROBABILITY, 1978, 10 (04) : 740 - 743
12345