Variable selection in generalized random coefficient autoregressive models

DOI10.1186/s13660-018-1680-4zbMath1497.62250OpenAlexW2800776862WikidataQ54948914 ScholiaQ54948914MaRDI QIDQ824522

Yangping Liu, Zhi-Wen Zhao, Cui-Xin Peng

Publication date: 15 December 2021

Published in: Journal of Inequalities and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1186/s13660-018-1680-4

zbMATH Keywords

Akaike information criterionBayesian information criterionempirical likelihoodvariable selectiongeneralized random coefficient autoregressive model

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Nonparametric estimation (62G05)

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