Citation: Chaohua Dong et al., ESTIMATION FOR SINGLE-INDEX AND PARTIALLY LINEAR SINGLE-INDEX INTEGRATED MODELS, Annals of statistics , 44(1), 2016, pp. 425-453
Authors:
Jiti Gao
Maxwell King
Zudi Lu
Dag Tjøstheim
Citation: Jiti Gao et al., Specification testing in nonlinear and nonstationary time series autoregression, Annals of statistics , 37(6B), 2009, pp. 3893-3928