Title of article :
Functional coefficient autoregressive models for vector time series
Author/Authors :
Jane L. Harvill، نويسنده , , Bonnie K. Ray، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2006
Keywords :
Multivariate series , Nonparametric regression , Nonlinearity , Sieve likelihood bootstrap test
Journal title :
Computational Statistics and Data Analysis
Journal title :
Computational Statistics and Data Analysis