Automated bandwidth selection for inference in linear models with time-varying coefficients

DOI10.1111/JTSA.12842MaRDI QIDQ7288096zbMATH OpenFDO

Authors Charisios Grivas, Zacharias Psaradakis

Publication date 26 June 2026

Published in Journal of Time Series Analysis (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1111/JTSA.12842

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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