Semiparametric model averaging of ultra-high dimensional time series
Year of publication: |
2015
|
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Authors: | Chen, Jia ; Li, Degui ; Linton, Oliver ; Lu, Zu-di |
Publisher: |
London : Centre for Microdata Methods and Practice |
Subject: | Kernel smoother | penalised MAMAR | principal component analysis | semiparametric approximation | sure independence screening | ultra-high dimensional time series | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Nichtparametrisches Verfahren | Nonparametric statistics |
Extent: | Online-Ressource (51 S.) |
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Series: | CEMMAP working papers / Centre for Microdata Methods and Practice. - London : [Verlag nicht ermittelbar], ISSN 1753-9196, ZDB-ID 2106928-1. - Vol. 62/15 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Other identifiers: | 10.1920/wp.cem.2015.6215 [DOI] hdl:10419/130081 [Handle] |
Classification: | C14 - Semiparametric and Nonparametric Methods ; C22 - Time-Series Models ; C52 - Model Evaluation and Testing |
Source: | ECONIS - Online Catalogue of the ZBW |
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