The consistency of model selection for dynamic Semi-varying coefficient models with autocorrelated errors
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Publication:5078260
DOI10.1080/03610926.2017.1414265OpenAlexW2782501232MaRDI QIDQ5078260
Lei Huang, Hui Jiang, Haitao Tian
Publication date: 23 May 2022
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2017.1414265
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05)
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