This work traces the evolution of Kunchenko stochastic polynomials as a semiparametric methodology for non-Gaussian estimation, linking them formally to Volterra series while outlining the school's dissertations, collaborations, and an R package.
Second-order least squares estimation in nonlinear time series models with ARCH errors // Econometrics
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From Volterra Series to Kunchenko Stochastic Polynomials: Half a Century of Non-Gaussian Estimation Methodology
This work traces the evolution of Kunchenko stochastic polynomials as a semiparametric methodology for non-Gaussian estimation, linking them formally to Volterra series while outlining the school's dissertations, collaborations, and an R package.