A method for nonlinear topology identification is proposed, based on the assumption that a
collection of time series are generated in two steps: i) a vector autoregressive process in a …

In this paper, the first-order nonlinear autoregressive model is considered and a
semiparametric method is proposed to estimate nonlinear regression function for both …

The study focusing on inference and data analysis within networks has become increasingly
important. This is due to the growing number of interconnected systems and the vast …

Analisis time series dapat dibagi menjadi dua yaitu analisis time series univariat dan
analisis time series multivariat. Analisis time series univariat salah satunya mengguna an …

Analisis time series dapat dilakukan secara univariat maupun multivariat. Pemodelan time
series univariat menggunakan model ARIMA (Autoregressive Integrated Moving Average) …

This paper investigates the data generating structure which can be represented as a mixture
of single-index panel data model with heterogeneous link function. The switching between …

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 …