Polynomial spline approach for variable selection and estimation in varying coefficient models for time series data (Q2339518)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Polynomial spline approach for variable selection and estimation in varying coefficient models for time series data |
scientific article |
Statements
Polynomial spline approach for variable selection and estimation in varying coefficient models for time series data (English)
0 references
1 April 2015
0 references
autoregressive models
0 references
BIC
0 references
B-spline basis
0 references
SCAD penalty
0 references
0 references
0 references
