A Semiparametric Model with Short Memory Time Series Errors

  • Lin, Tsair-Chuan (PI)

Project: National Science and Technology Council › National Science and Technology Council Academic Grants

Project Details

Project IDs

Project ID:PA8905-0091
External Project ID:NSC89-2118-M182-001
StatusFinished
Effective start/end date01/08/99 → 31/07/00

Keywords

  • Nonlinear model
  • Adaptive estimation
  • Autocorrelation function
  • Polynomial spline
  • Autoregressive model fitting
  • Semiparametric model
  • Nonparametric model
  • Short memory time series
  • Nonstationary model

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