Journal of the Royal Statistical Society. Series B (Statistical Methodology), Vol. 80, No. 2 (MARCH 2018), pp. 409-432 (24 pages) The paper presents a novel non-linear framework for the construction ...
The Canadian Journal of Statistics / La Revue Canadienne de Statistique, Vol. 47, No. 4 (December/décembre 2019), pp. 668-687 (20 pages) In this article, a semiparametric time-varying nonlinear vector ...