A Stratified Penalized Kernel Method for Semiparametric Variable Labeling and Estimation of Multi-Output Time-Varying Coefficient Models for Nonstationary Time Series

A Stratified Penalized Kernel Method for Semiparametric Variable Labeling and Estimation of Multi-Output Time-Varying Coefficient Models for Nonstationary Time Series
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非平稳时间序列半参数变量标记和多输出时变系数模型估计的分层惩罚核方法

DOI:
10.5705/ss.202021.0078
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发表时间:
2023
期刊:
影响因子:
1.4
通讯作者:
Shao, Yu
Shao, Yu
中科院分区:
数学3区
文献类型:
--
作者:
Zhang, Ting;Wang, Weiliang;Shao, Yu

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