Pages that link to "Item:Q5176852"
From MaRDI portal
The following pages link to SIGNIFICANT VARIABLE SELECTION AND AUTOREGRESSIVE ORDER DETERMINATION FOR TIME‐SERIES PARTIALLY LINEAR MODELS (Q5176852):
Displaying 11 items.
- Penalised inference for lagged dependent regression in the presence of autocorrelated residuals (Q1640650) (← links)
- Polynomial spline approach for variable selection and estimation in varying coefficient models for time series data (Q2339518) (← links)
- SCAD-penalized regression for varying-coefficient models with autoregressive errors (Q2348446) (← links)
- An adaptive variable selection for nonlinear autoregressive time series model (Q2844133) (← links)
- Order Determination in Nonlinear Time Series by Penalized Least-Squares (Q4431294) (← links)
- ON THE USE OF PARTIALLY LINEAR MODEL IN IDENTIFICATION OF ARCING-FAULT LOCATION ON OVERHEAD HIGH-VOLTAGE TRANSMISSION LINES (Q4669143) (← links)
- Identification for partially linear regression model with autoregressive errors (Q5065294) (← links)
- Two-step variable selection in partially linear additive models with time series data (Q5084730) (← links)
- Joint detection for functional polynomial regression with autoregressive errors (Q5367271) (← links)
- Semiparametric time series regression modeling with a diverging number of parameters (Q6089164) (← links)
- Spline estimation of partially linear regression models for time series with correlated errors (Q6141731) (← links)
