Empirical likelihood inference for time-varying coefficient autoregressive models (Q6651136)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Empirical likelihood inference for time-varying coefficient autoregressive models |
scientific article; zbMATH DE number 7956231
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Empirical likelihood inference for time-varying coefficient autoregressive models |
scientific article; zbMATH DE number 7956231 |
Statements
Empirical likelihood inference for time-varying coefficient autoregressive models (English)
0 references
10 December 2024
0 references
confidence region
0 references
order determination
0 references
penalized empirical likelihood
0 references
SCAD
0 references
time-varying coefficient autoregressive model
0 references
0 references
0 references
0 references
0 references
0 references
0 references