Time series modelling with semiparametric factor dynamics

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Bibliographic Details
Other Authors: Park, Byeong U. (Other) , Mammen, Enno (Other) , Härdle, Wolfgang (Other) , Borak, Szymon (Other)
Format: Article (Journal)
Language:English
Published: 2009
In: Journal of the American Statistical Association
Year: 2009, Volume: 104, Issue: 485, Pages: 284-298
ISSN:0162-1459
Subjects:
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Author Notes:Byeong U. Park, Enno Mammen, Wolfgang Härdle, and Szymon Borak