Lag selection in stochastic additive models

DOI10.1080/10485252.2012.754440zbMath1307.62209OpenAlexW2054879998MaRDI QIDQ5299870

Lan Xue, Shuping Jiang

Publication date: 24 June 2013

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485252.2012.754440

zbMATH Keywords

model selectionselection consistencyadditive modelpolynomial splinenonlinear time series model

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Ridge regression; shrinkage estimators (Lasso) (62J07) Generalized linear models (logistic models) (62J12)

Related Items (2)

Globally consistent model selection in semi-parametric additive coefficient models ⋮ Variable selection for additive model via cumulative ratios of empirical strengths total

Uses Software

• hgam

Cites Work

• Unnamed Item
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