Estimation and Identification of a Varying-Coefficient Additive Model for Locally Stationary Processes
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Publication:5242468
DOI10.1080/01621459.2018.1482753zbMath1428.62394OpenAlexW2807474751MaRDI QIDQ5242468
Jin-hong You, Lixia Hu, Tao Huang
Publication date: 12 November 2019
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/01621459.2018.1482753
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Stationary stochastic processes (60G10)
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