Simultaneous variable selection and structural identification for time‐varying coefficient models (Q5095822)
From MaRDI portal
scientific article; zbMATH DE number 7570753
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Simultaneous variable selection and structural identification for time‐varying coefficient models |
scientific article; zbMATH DE number 7570753 |
Statements
Simultaneous variable selection and structural identification for time‐varying coefficient models (English)
0 references
11 August 2022
0 references
time-varying coefficient models
0 references
variable selection
0 references
group Lasso
0 references
local linear estimator
0 references
locally stationary processes
0 references
information criteria
0 references
0 references
0 references
0 references
0 references
