A Stratified Penalized Kernel Method for Semiparametric Variable Labeling and Estimation of Multi-Output Time-Varying Coefficient Models for Nonstationary Time Series

DOI10.5705/ss.202021.0078OpenAlexW4200561747MaRDI QIDQ6064410

No author found.

Publication date: 9 November 2023

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

Full work available at URL: https://doi.org/10.5705/ss.202021.0078

zbMATH Keywords

kernel smoothingvariable selectionlocal linear estimationtime-varying coefficient modelNonstationary time series

Mathematics Subject Classification ID

Statistics (62-XX)

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