Semiparametric Ultra-High Dimensional Model Averaging of Nonlinear Dynamic Time Series (Q4962456): Difference between revisions
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Revision as of 20:40, 19 March 2024
scientific article; zbMATH DE number 6971468
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Semiparametric Ultra-High Dimensional Model Averaging of Nonlinear Dynamic Time Series |
scientific article; zbMATH DE number 6971468 |
Statements
Semiparametric Ultra-High Dimensional Model Averaging of Nonlinear Dynamic Time Series (English)
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2 November 2018
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kernel smoother
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penalized MAMAR
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principal component analysis
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semiparametric approximation
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sure independence screening
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ultra-high dimensional time series
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