Estimation and Identification of a Varying-Coefficient Additive Model for Locally Stationary Processes (Q5242468)
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scientific article; zbMATH DE number 7128433
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation and Identification of a Varying-Coefficient Additive Model for Locally Stationary Processes |
scientific article; zbMATH DE number 7128433 |
Statements
Estimation and Identification of a Varying-Coefficient Additive Model for Locally Stationary Processes (English)
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12 November 2019
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B-spline
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locally stationary process
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SCAD penalty function
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varying-coefficient additive model
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