Learn how ARIMA models use time series data for accurate short-term forecasting. Discover its pros, cons, and essential tips ...

We propose using the local kernel regression method to estimate the conditional mean function of a panel count model with time-varying coefficients. A partial log-likelihood with a local polynomial is ...

Vector time series data are widely met in practice. In this paper we propose a multivariate functional-coefficient regression model with heteroscedasticity for modelling such data. A local linear ...