Quantile regression for dynamic partially linear varying coefficient time series models (Q746867)

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Quantile regression for dynamic partially linear varying coefficient time series models
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    Quantile regression for dynamic partially linear varying coefficient time series models (English)
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    21 October 2015
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    autoregressive models
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    model structure recovery
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    SCAD penalty
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    Schwarz information criterion (SIC)
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    splines
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