Statistical inference of locally stationary functional coefficient models
DOI10.1016/J.JSPI.2020.02.006zbMATH Open1441.62099OpenAlexW3010340322MaRDI QIDQ2189096FDOQ2189096
Authors: Yanyan Li 
Publication date: 15 June 2020
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2020.02.006
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Cited In (4)
- Time-varying additive model with autoregressive errors for locally stationary time series
- Functional-coefficient models for nonstationary time series data
- Estimation and identification of a varying-coefficient additive model for locally stationary processes
- A novel approach for nonstationary time series analysis with time-invariant correlation coefficient
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