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Whittle Likelihood Estimation of Nonlinear Autoregressive Models With Moving Average Residuals. (2015). Wang, Tianhao ; Xia, Yingcun .
In: Journal of the American Statistical Association.
RePEc:taf:jnlasa:v:110:y:2015:i:511:p:1083-1099.

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  2. On the semi-varying coefficient dynamic panel data model with autocorrelated errors. (2022). Huang, Lei ; Jiang, Hui ; Zhang, Hongfan ; Wei, Honglei.
    In: Computational Statistics & Data Analysis.
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  3. Improving the prediction performance of the LASSO by subtracting the additive structural noises. (2019). Roozbeh, Mahdi ; Amini, Morteza.
    In: Computational Statistics.
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  4. A novel partial-linear single-index model for time series data. (2019). Wang, Huixia ; Jiang, Hui ; Huang, Lei.
    In: Computational Statistics & Data Analysis.
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References

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