Li, Degao; Li, Guodong; You, Jinhong - In: Journal of Time Series Analysis 35 (2014) 5, pp. 478-490
type="main" xml:id="jtsa12077-abs-0001"This paper is concerned with the regression coefficient and autoregressive order shrinkage and selection via the smoothly clipped absolute deviation (SCAD) penalty for a partially linear model with time-series errors. By combining the profile...