A new autoregressive process driven by explanatory variables and past observations: an application to PM 2.5

DOI10.1007/s10260-022-00671-0OpenAlexW4311316051MaRDI QIDQ6109185

Jian-hua Cheng, De-Hui Wang, Zheqi Wang

Publication date: 27 July 2023

Published in: Statistical Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10260-022-00671-0

zbMATH Keywords

hypothesis testempirical likelihoodvariable selectionrandom coefficient

Mathematics Subject Classification ID

Statistics (62-XX)

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