Generalized varying-coefficient additive model for locally stationary time series

DOI10.1080/00949655.2022.2135708MaRDI QIDQ6074373

Lixia Hu, Qun-fang Xu, Yi-Ming Tang

Publication date: 19 September 2023

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

zbMATH Keywords

maximum likelihood estimationlocally stationarygeneralized varying-coefficient additive model

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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