Quantile regression for dynamic partially linear varying coefficient time series models
type: Item
instance of: scholarly article
title: Quantile regression for dynamic partially linear varying coefficient time series models
zbMATH Open document ID: 1327.62307
author: Heng Lian
published in: Journal of Multivariate Analysis
publication date: 2015-10-21T00:00:00Z
Mathematics Subject Classification ID: 62G20
zbMATH DE Number: 6497202
zbMATH Keywords: autoregressive models
zbMATH Keywords: model structure recovery
zbMATH Keywords: SCAD penalty
zbMATH Keywords: Schwarz information criterion (SIC)
zbMATH Keywords: splines
MaRDI profile type: Publication
full work available at URL: j.jmva.2015.06.013
OpenAlex ID: W776991336
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DOI: 10.1016/J.JMVA.2015.06.013
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description: scientific article; zbMATH DE number 6497202