Single-index coefficient models for nonlinear time series

Keyphrases

• Nonlinear Time Series 100%
• Single Index 100%
• Coefficient Model 100%
• Index Coefficients 100%
• Penalized Splines 66%
• Curse of Dimensionality 33%
• Dependent Data 33%
• Nonlinearity 33%
• Linear Combination 33%
• Multivariate Estimation 33%
• Varying Coefficient 33%
• Product Data 33%
• Rapid Convergence 33%
• Data-driven Algorithm 33%
• Ridge Regression 33%
• Linear Ridges 33%
• Large Sample Properties 33%
• Varying Coefficient Model 33%
• Gross National Product 33%
• Spline Basis 33%

Mathematics

• Spline 100%
• Covariate Vector 66%
• Covariate 33%
• Linear Combination 33%
• Dependent Data 33%
• Ridge Regression 33%
• Fixed Number 33%
• Curse of Dimensionality 33%
• Nonlinearity 33%