Simultaneous inference for time-varying models
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Cites work
- scientific article; zbMATH DE number 3502628 (Why is no real title available?)
- scientific article; zbMATH DE number 2222296 (Why is no real title available?)
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Cited in
(12)- Simultaneous variable selection and structural identification for time‐varying coefficient models
- A bootstrap functional central limit theorem for time-varying linear processes
- Learning CHARME models with neural networks
- Inference on Multivariate Heteroscedastic Time Varying Random Coefficient Models
- Sieve bootstrap inference for linear time-varying coefficient models
- Inverse covariance operators of multivariate nonstationary time series
- Simultaneous inference for time-varying models
- Gaussian approximation for nonstationary time series with optimal rate and explicit construction
- Autoregressive approximations to nonstationary time series with inference and applications
- Bayesian modelling of time-varying conditional heteroscedasticity
- Assessing and accounting for time heterogeneity in stochastic actor oriented models
- Time-varying multivariate causal processes
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