Empirical likelihood-based subset selection for partially linear autoregressive models

DOI10.1007/S10255-013-0256-9MaRDI QIDQ2439254zbMATH OpenOpenAlexFDO

Authors Yu Han, Yinghua Jin, Min Chen

Publication date 14 March 2014

Published in Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10255-013-0256-9

zbMATH Keywords

subset selectionpartial linear autoregressive model

Mathematics Subject Classification ID

Bayesian inference (62F15) Nonparametric estimation (62G05) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20)

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• KERNEL REGRESSION SMOOTHING OF TIME SERIES
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• Root-N-Consistent Semiparametric Regression
• Semiparametric Regression Smoothing of Non-linear Time Series
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Cited in

(4)

• Empirical likelihood inference in autoregressive models with time-varying variances
• Subset selection for vector autoregressive processes via adaptive Lasso
• Partial autocorrelation parameterization for subset autoregression
• Empirical likelihood based variable selection

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