Semiparametric Ultra-High Dimensional Model Averaging of Nonlinear Dynamic Time Series (Q4962456): Difference between revisions

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+A Bayesian extension of the minimum AIC procedure of autoregressive model fitting
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+LOCAL LINEAR FITTING UNDER NEAR EPOCH DEPENDENCE: UNIFORM CONSISTENCY WITH CONVERGENCE RATES
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+Feature Selection for Varying Coefficient Models With Ultrahigh-Dimensional Covariates
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+LOCAL LINEAR FITTING UNDER NEAR EPOCH DEPENDENCE
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+Modelling Nonlinear Economic Time Series
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+Least squares model averaging by Mallows criterion
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