Inference of time-varying regression models

DOI10.1214/12-AOS1010zbMath1257.62049arXiv1208.3552OpenAlexW2003320809MaRDI QIDQ693729

M. C. Fu

Publication date: 10 December 2012

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1208.3552

zbMATH Keywords

locally stationary processesvariable selectioninformation criterionnonparametric hypothesis testingtime-varying coefficient models

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Hypothesis testing in multivariate analysis (62H15)

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Uses Software

• fda (R)

Cites Work

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