Empirical likelihood inference for time-varying coefficient autoregressive models (Q6651136)

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scientific article; zbMATH DE number 7956231
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Empirical likelihood inference for time-varying coefficient autoregressive models
scientific article; zbMATH DE number 7956231

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    Empirical likelihood inference for time-varying coefficient autoregressive models (English)
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    10 December 2024
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    confidence region
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    order determination
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    penalized empirical likelihood
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    SCAD
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    time-varying coefficient autoregressive model
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