Simultaneous variable selection and structural identification for time‐varying coefficient models (Q5095822)

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scientific article; zbMATH DE number 7570753
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Simultaneous variable selection and structural identification for time‐varying coefficient models
scientific article; zbMATH DE number 7570753

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    Simultaneous variable selection and structural identification for time‐varying coefficient models (English)
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    11 August 2022
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    time-varying coefficient models
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    variable selection
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    group Lasso
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    local linear estimator
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    locally stationary processes
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    information criteria
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