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math.ST2007★ 163 cited
Nonparametric estimation in a nonlinear cointegration type model
Hans Arnfinn Karlsen, Terje Myklebust, Dag Tjøstheim
We derive an asymptotic theory of nonparametric estimation for a time series regression model , where \ensuremath\{X_t\} and \ensuremath\{Z_t\} are observed nonstat…
math.ST2006★ 108 cited
Estimation in semiparametric spatial regression
Jiti Gao, Zudi Lu, Dag Tjøstheim
Nonparametric methods have been very popular in the last couple of decades in time series and regression, but no such development has taken place for spatial models. A rather obvio…