Model and Variable Selection Procedures for Semiparametric Time Series Regression
نویسندگان
چکیده
منابع مشابه
Model and Variable Selection Procedures for Semiparametric Time Series Regression
Semiparametric regression models are very useful for time series analysis. They facilitate the detection of features resulting from external interventions. The complexity of semiparametric models poses new challenges for issues of nonparametric and parametric inference and model selection that frequently arise from time series data analysis. In this paper, we propose penalized least squares est...
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ژورنال
عنوان ژورنال: Journal of Probability and Statistics
سال: 2009
ISSN: 1687-952X,1687-9538
DOI: 10.1155/2009/487194