2]
0.0.1 #1
0.0.1 #1
Flexible Time Series Analysis
1. Nonlinear Autoregressive Models of Order One
1.1 Estimation of the Conditional Mean
1.2 Bandwidth Selection
1.3 Diagnostics
1.4 Confidence Intervals
1.5 Derivative Estimation
2. Nonlinear Autoregressive Models of Higher Order
2.1 Estimation of the Conditional Mean
2.2 Bandwidth and Lag Selection
2.3 Plotting and Diagnostics
2.4 Estimation of the Conditional Volatility
Bibliography