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• W2115416516 abstract "We consider the estimation and identification of the components (endogenous and exogenous) of additive nonlinear ARX time series models. We employ a local polynomial fitting scheme coupled with projections. We establish the weak consistency (with rates) and the asymptotic normality of the projection estimates of the additive components. Expressions for the asymptotic bias and variance are given." @default.
• W2115416516 created "2016-06-24" @default.
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• W2115416516 date "2000-08-01" @default.
• W2115416516 modified "2023-10-18" @default.
• W2115416516 title "NONPARAMETRIC ESTIMATION OF ADDITIVE NONLINEAR ARX TIME SERIES: LOCAL LINEAR FITTING AND PROJECTIONS" @default.
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• W2115416516 doi "https://doi.org/10.1017/s0266466600164011" @default.
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