Inference of high-dimensional linear models with time-varying coefficients (Q4602125)

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scientific article; zbMATH DE number 6829980
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Inference of high-dimensional linear models with time-varying coefficients
scientific article; zbMATH DE number 6829980

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    Inference of high-dimensional linear models with time-varying coefficients (English)
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    26 January 2018
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    asymptotic theory
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    high-dimensional linear models
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    statistical inference
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    time-varying coefficients
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    time series analysis
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