A Stratified Penalized Kernel Method for Semiparametric Variable Labeling and Estimation of Multi-Output Time-Varying Coefficient Models for Nonstationary Time Series (Q6064410)
From MaRDI portal
scientific article; zbMATH DE number 7763187
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Stratified Penalized Kernel Method for Semiparametric Variable Labeling and Estimation of Multi-Output Time-Varying Coefficient Models for Nonstationary Time Series |
scientific article; zbMATH DE number 7763187 |
Statements
A Stratified Penalized Kernel Method for Semiparametric Variable Labeling and Estimation of Multi-Output Time-Varying Coefficient Models for Nonstationary Time Series (English)
0 references
9 November 2023
0 references
kernel smoothing
0 references
local linear estimation
0 references
Nonstationary time series
0 references
time-varying coefficient model
0 references
variable selection
0 references
0 references
0 references
0 references
0 references
0 references
0 references
