Model and Variable Selection Procedures for Semiparametric Time Series Regression

Li, G. (2007). On some nonlinear time series models and the least absolute deviation estimation [doctoral dissertation, The University of Hong Kong]. Airiti Library. https://www.airitilibrary.com/Article/Detail?DocID=U0029-1812201200014576
Pei, A., & Wang, J. (2013). Nonlinear Analysis of Return Time Series Model by Oriented Percolation Dynamic System. Abstract and Applied Analysis, 2013(), 748-759-779. https://doi.org/10.1155/2013/612738
Wong, C. S. (1998). Statistical inference for some nonlinear time series models [doctoral dissertation, The University of Hong Kong]. Airiti Library. https://www.airitilibrary.com/Article/Detail?DocID=U0029-1812201200007756
Yu, S. S. (1991). Application of Markov regression models in non-Gaussian time series analysis [master's thesis, The University of Hong Kong]. Airiti Library. https://www.airitilibrary.com/Article/Detail?DocID=U0029-1812201200001349
柯文俊、洪振發（1996）。On the Application of Singular Value Decomposition to Order Estimation of Time Series Model。載於中華民國振動與噪音工程學會（主編），中華民國振動與噪音工程學會論文集（頁203-214）。中華民國振動與噪音工程學會。https://doi.org/10.30028/CSSVANNUAL.199604.0203