A Stratified Penalized Kernel Method for Semiparametric Variable Labeling and Estimation of Multi-Output Time-Varying Coefficient Models for Nonstationary Time Series
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Publication:6064410
DOI10.5705/ss.202021.0078OpenAlexW4200561747MaRDI QIDQ6064410
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Publication date: 9 November 2023
Published in: Statistica Sinica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.5705/ss.202021.0078
kernel smoothingvariable selectionlocal linear estimationtime-varying coefficient modelNonstationary time series
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