Inference of time-varying regression models

DOI10.1214/12-AOS1010zbMath1257.62049arXiv1208.3552MaRDI 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 processes; variable selection; information criterion; nonparametric hypothesis testing; time-varying coefficient models

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62G10: Nonparametric hypothesis testing

62G20: Asymptotic properties of nonparametric inference

62G05: Nonparametric estimation

62H15: Hypothesis testing in multivariate analysis

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Uses Software

• fda (R)

Cites Work

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