Simultaneous variable selection and structural identification for time‐varying coefficient models-Reference-Cited by-同舟云学术

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Simultaneous variable selection and structural identification for time‐varying coefficient models

Published:2021-09-24 Issue: Volume: Page:
ISSN:0143-9782
Container-title:Journal of Time Series Analysis
language:en
Short-container-title:J. Time Ser. Anal.

Author:

Hang Chan Ngai¹^ORCID,Gao Linhao¹,Palma Wilfredo²^ORCID

Affiliation:

1. Department of Statistics The Chinese University of Hong Kong Hong Kong

2. Department of Statistics Millennium Institute of Astrophysics Santiago Chile

Publisher

Wiley

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1111/jtsa.12626

Reference49 articles.

1. Non‐parametric estimation of time varying AR(1)‐processes with local stationarity and periodicity;Bardet JM;Electronic Journal of Statistics,2017

2. Coordinate descent algorithms for nonconvex penalized regression, with applications to biological feature selection

3. Better Subset Regression Using the Nonnegative Garrote

5. Nonparametric Quantile Estimations for Dynamic Smooth Coefficient Models

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. A Stratified Penalized Kernel Method for Semiparametric Variable Labeling and Estimation of Multi-Output Time-Varying Coefficient Models for Nonstationary Time Series;Statistica Sinica;2023

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