Functional index coefficient models for locally stationary time series-Reference-Cited by-同舟云学术

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Functional index coefficient models for locally stationary time series

Published:2024-08-05 Issue: Volume: Page:1-19
ISSN:1048-5252
Container-title:Journal of Nonparametric Statistics
language:en
Short-container-title:Journal of Nonparametric Statistics

Author:

Guan Xin¹,Xu Qunfang²,You Jinhong³,Zhou Yong⁴

Affiliation:

1. School of Statistics and Mathematics, Zhongnan University of Economics and Law, Wuhan, People's Republic of China

2. School of Business, Ningbo University, Ningbo, People's Republic of China

3. School of Statistics and Management, Shanghai University of Finance and Economics, Shanghai, People's Republic of China

4. School of Statistics, Faculty of Economics and Management, East China Normal University, Shanghai, People's Republic of China

Funder

National Natural Science Foundation of China

State Key Program of National Natural Science Foundation of China

Projects of National Social Science Fund of China

Publisher

Informa UK Limited

Link

https://www.tandfonline.com/doi/pdf/10.1080/10485252.2024.2387781

Reference28 articles.

1. Efficient Estimation and Inferences for Varying-Coefficient Models;Cai Z.;Journal of the American Statistical Association,2000

2. Functional Index Coefficient Models with Variable Selection;Cai Z.;Journal of Econometrics,2015

3. Fitting Time Series Models to Nonstationary Processes;Dahlhaus R.;The Annals of Statistics,1997

4. Locally Stationary Processes;Dahlhaus R.;Handbook of Statistics,2012

5. Statistical Inference for Time-Varying Arch Processes;Dahlhaus R.;The Annals of Statistics,2006

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