局部静止时间序列的函数指数系数模型

IF 0.8 4区数学 Q3 STATISTICS & PROBABILITY

Journal of Nonparametric Statistics Pub Date : 2024-08-05 DOI:10.1080/10485252.2024.2387781

Xin Guan, Qunfang Xu, Jinhong You, Yong Zhou

引用次数: 0

摘要

在非线性时间序列分析中，我们提出了一种针对局部静止数据的新型函数指数系数模型。所提出的模型能有效捕捉非线性时间序列中的动态交互效应。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Functional index coefficient models for locally stationary time series

In the analysis of nonlinear time series, we propose a novel functional index coefficient model for the locally stationary data. The proposed model can effectively capture the dynamic interaction e...

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来源期刊

Journal of Nonparametric Statistics 数学-统计学与概率论

CiteScore

1.50

自引率

8.30%

发文量

审稿时长

6-12 weeks

期刊介绍： Journal of Nonparametric Statistics provides a medium for the publication of research and survey work in nonparametric statistics and related areas. The scope includes, but is not limited to the following topics: Nonparametric modeling, Nonparametric function estimation, Rank and other robust and distribution-free procedures, Resampling methods, Lack-of-fit testing, Multivariate analysis, Inference with high-dimensional data, Dimension reduction and variable selection, Methods for errors in variables, missing, censored, and other incomplete data structures, Inference of stochastic processes, Sample surveys, Time series analysis, Longitudinal and functional data analysis, Nonparametric Bayes methods and decision procedures, Semiparametric models and procedures, Statistical methods for imaging and tomography, Statistical inverse problems, Financial statistics and econometrics, Bioinformatics and comparative genomics, Statistical algorithms and machine learning. Both the theory and applications of nonparametric statistics are covered in the journal. Research applying nonparametric methods to medicine, engineering, technology, science and humanities is welcomed, provided the novelty and quality level are of the highest order. Authors are encouraged to submit supplementary technical arguments, computer code, data analysed in the paper or any additional information for online publication along with the published paper.