Varying coefficient models for data with auto-correlated error process

DOI10.5705/ss.2012.301OpenAlexW2312680600WikidataQ30939063 ScholiaQ30939063MaRDI QIDQ3449025

Yan Li, Zhao Chen, Run-Ze Li

Publication date: 3 November 2015

Published in: Statistica Sinica (Search for Journal in Brave)

Full work available at URL: http://europepmc.org/articles/pmc4403010

zbMATH Keywords

SCADvarying coefficient modelprofile least squaresauto-regressive error

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (5)

Spatiotemporal Autoregressive Partially Linear Varying Coefficient Models ⋮ Estimation of semivarying coefficient time series models with ARMA errors ⋮ Two-step variable selection in partially linear additive models with time series data ⋮ Statistical inference of locally stationary functional coefficient models ⋮ Bayesian bridge-randomized penalized quantile regression estimation for linear regression model with AP(q) perturbation

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