The consistency of model selection for dynamic Semi-varying coefficient models with autocorrelated errors (Q5078260)
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scientific article; zbMATH DE number 7530608
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The consistency of model selection for dynamic Semi-varying coefficient models with autocorrelated errors |
scientific article; zbMATH DE number 7530608 |
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The consistency of model selection for dynamic Semi-varying coefficient models with autocorrelated errors (English)
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23 May 2022
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ARMA errors
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BIC
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lag variable
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spectral density function
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Whittle likelihood
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