Simultaneous inference of linear models with time varying coefficients
From MaRDI portal
Recommendations
- Inference of time-varying regression models
- Simultaneous confidence bands and hypothesis testing in varying-coefficient models
- A simultaneous confidence corridor for varying coefficient regression with sparse functional data
- Functional coefficient regression models with time trend
- Inference of high-dimensional linear models with time-varying coefficients
Cited in
(54)- Gradient-based structural change detection for nonstationary time series M-estimation
- Simultaneous nonparametric regression analysis of sparse longitudinal data
- Two-step estimation of time-varying additive model for locally stationary time series
- Global statistical inference for the difference between two regression mean curves with covariates possibly partially missing
- Simultaneous inference for time-varying models
- Kernel-based inference in time-varying coefficient cointegrating regression
- Statistical inference of locally stationary functional coefficient models
- Oracally efficient estimation and simultaneous inference in partially linear single-index models for longitudinal data
- Estimation and inference for precision matrices of nonstationary time series
- Identifying shifts between two regression curves
- Estimation and inference of time-varying auto-covariance under complex trend: a difference-based approach
- Detecting relevant changes in the mean of nonstationary processes -- a mass excess approach
- A simultaneous confidence corridor for varying coefficient regression with sparse functional data
- Simultaneous confidence bands for functional regression models
- Comparing time varying regression quantiles under shift invariance
- Inference for non-stationary time-series autoregression
- Inference of high-dimensional linear models with time-varying coefficients
- Inference on Multivariate Heteroscedastic Time Varying Random Coefficient Models
- Semiparametric model building for regression models with time-varying parameters
- Predictive inference for locally stationary time series with an application to climate data
- Simultaneous variable selection and structural identification for time‐varying coefficient models
- Optimal Gaussian approximation for multiple time series
- Spectral Inference under Complex Temporal Dynamics
- Regression analysis of mixed sparse synchronous and asynchronous longitudinal covariates with varying-coefficient models
- Multivariate functional response low‐rank regression with an application to brain imaging data
- A Stratified Penalized Kernel Method for Semiparametric Variable Labeling and Estimation of Multi-Output Time-Varying Coefficient Models for Nonstationary Time Series
- Generalized varying-coefficient additive model for locally stationary time series
- Testing and Modelling for the Structural Change in Covariance Matrix Time Series With Multiplicative Form
- The distribution of rolling regression estimators
- Bayesian modelling of time-varying conditional heteroscedasticity
- Time-varying multivariate causal processes
- Autoregressive approximations to nonstationary time series with inference and applications
- Optimal sampling designs for multidimensional streaming time series with application to power grid sensor data
- Temporally local maximum likelihood with application to SIS model
- Tail adversarial stability for regularly varying linear processes and their extensions
- Sieve bootstrap inference for linear time-varying coefficient models
- Detecting long-range dependence for time-varying linear models
- Nonparametric Inference for Time-Varying Coefficient Quantile Regression
- Prediction in Locally Stationary Time Series
- Time-varying correlation for noncentered nonstationary time series: simultaneous inference and visualization
- Tractably modelling dependence in networks beyond exchangeability
- Higher-Order Expansions and Inference for Panel Data Models
- Gaussian approximation for nonstationary time series with optimal rate and explicit construction
- Inference for time-varying factor models under local stationarity
- Asymptotics for time-varying vector \(\mathrm{MA}(\infty\)) PROCESSES
- Bootstrap Inference for Linear Time-Varying Coefficient Models in Locally Stationary Time Series
- Functional index coefficient models for locally stationary time series
- Difference-based covariance matrix estimation in time series nonparametric regression with application to specification tests
- Oracle-efficient M-estimation for single-index models with a smooth simultaneous confidence band
- Confidence surfaces for the mean of locally stationary functional time series
- Simultaneous Inference for Monotone and Smoothly Time-Varying Functions Under Complex Temporal Dynamics
- A portmanteau test for multivariate non-stationary functional time series with an increasing number of lags
- Simultaneous inference of the partially linear model with a multivariate unknown function
- Simultaneous confidence band and hypothesis test in generalised varying-coefficient models
This page was built for publication: Simultaneous inference of linear models with time varying coefficients
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4632642)
