Model and variable selection procedures for semiparametric time series regression
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Cites work
- scientific article; zbMATH DE number 991833 (Why is no real title available?)
- scientific article; zbMATH DE number 4098524 (Why is no real title available?)
- scientific article; zbMATH DE number 47282 (Why is no real title available?)
- scientific article; zbMATH DE number 469330 (Why is no real title available?)
- scientific article; zbMATH DE number 700016 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- scientific article; zbMATH DE number 897115 (Why is no real title available?)
- Autocorrelation, autoregression and autoregressive approximation
- Bandwidth selection for kernel regression with long-range dependent errors
- Bayesian information criteria and smoothing parameter selection in radial basis function networks
- Choice of bandwidth for kernel regression when residuals are correlated
- Estimation and testing in a partial linear regression model under long-memory dependence
- Generalised information criteria in model selection
- Heuristics of instability and stabilization in model selection
- Information criteria and statistical modeling.
- Local polynomial estimation in partial linear regression models under dependence
- Local polynomial fitting with long-memory, short-memory and antipersistent errors
- More Efficient Local Polynomial Estimation in Nonparametric Regression With Autocorrelated Errors
- Moving-average representation of autoregressive approximations
- New Estimation and Model Selection Procedures for Semiparametric Modeling in Longitudinal Data Analysis
- Nonlinear time series. Nonparametric and parametric methods
- Nonparametric regression with long-range dependence
- Penalized Likelihood for General Semi-Parametric Regression Models
- Penalized Spline Estimation for Partially Linear Single-Index Models
- Semiparametric generalized least squares estimation in partially linear regression models with correlated errors
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
Cited in
(9)- SIGNIFICANT VARIABLE SELECTION AND AUTOREGRESSIVE ORDER DETERMINATION FOR TIME‐SERIES PARTIALLY LINEAR MODELS
- Semiparametric Non-Linear Time Series Model Selection
- Semi-automated simultaneous predictor selection for regression-SARIMA models
- Two-step variable selection in partially linear additive models with time series data
- Variable selection in semiparametric regression modeling
- Semiparametric time series regression modeling with a diverging number of parameters
- Functional index coefficient models with variable selection
- An adaptive variable selection for nonlinear autoregressive time series model
- Variable selection by pseudo wavelets in heteroscedastic regression models involving time series
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