Nonlinear semiparametric AR (1) model with skew-symmetric innovations
A Hajrajabi, A Fallah - Communications in Statistics-Simulation …, 2018 - Taylor & Francis
In this paper, we expand a first-order nonlinear autoregressive (AR) model with skew normal
innovations. A semiparametric method is proposed to estimate a nonlinear part of model by …
innovations. A semiparametric method is proposed to estimate a nonlinear part of model by …
A semiparametric estimation for the first-order nonlinear autoregressive time series model with independent and dependent errors
R Farnoosh, M Hajebi, SY Samadi - Iranian Journal of Science and …, 2019 - Springer
In this paper, the first-order nonlinear autoregressive model is considered and a
semiparametric method is proposed to estimate nonlinear regression function for both …
semiparametric method is proposed to estimate nonlinear regression function for both …
The first-order nonlinear autoregressive Model with skew normal innovations: a semiparametric approach
A Hajrajabi, SJ Mortazavi - Iranian Journal of Science and Technology …, 2019 - Springer
In this paper, we consider a nonlinear autoregressive model of order one with skew normal
innovations. This allows a flexible treatment of asymmetry and heavy tails in the conditional …
innovations. This allows a flexible treatment of asymmetry and heavy tails in the conditional …
A semiparametric estimation for the nonlinear vector autoregressive time series model
R Farnoosh, M Hajebi… - Applications and …, 2017 - digitalcommons.pvamu.edu
In this paper, the nonlinear vector autoregressive model is considered and a semiparametric
method is proposed to estimate the nonlinear vector regression function. We use Taylor …
method is proposed to estimate the nonlinear vector regression function. We use Taylor …
A Semiparametric Approach for Modeling Partially Linear Autoregressive Model with Skew Normal Innovations
The nonlinear autoregressive models under normal innovations are commonly used for
nonlinear time series analysis in various fields. However, using this class of models for …
nonlinear time series analysis in various fields. However, using this class of models for …
[PDF][PDF] Research Article A Semiparametric Approach for Modeling Partially Linear Autoregressive Model with Skew Normal Innovations
Research Article A Semiparametric Approach for Modeling Partially Linear Autoregressive
Model with Skew Normal Innovations Page 1 Research Article A Semiparametric Approach for …
Model with Skew Normal Innovations Page 1 Research Article A Semiparametric Approach for …
MODELING OF ECONOMIC DATA USING ESTIMATING FIRST-ORDER FUNCTIONAL AUTOREGRESSIVE MODELS BASED ON SEMI-PARAMETRIC APPROACH.
J Amiri, R Farnoosh… - Pakistan Journal of …, 2019 - search.ebscohost.com
In this paper, we have applied the semi-parametric method for estimating the regression
function to estimate first-order functional autoregressive models. To this end, the conditional …
function to estimate first-order functional autoregressive models. To this end, the conditional …
Semi-parametric real exchange rates dynamics
A Kanas, A Kotios, PD Zervopoulos - Review of Quantitative Finance and …, 2019 - Springer
A flexible semi-parametric augmented Dickey Fuller (ADF) regression is proposed to explore
real exchange rate dynamics for 16 countries over the twentieth century, and to estimate half …
real exchange rate dynamics for 16 countries over the twentieth century, and to estimate half …