Semiparametric model averaging of ultra-high dimensional time series
Jia Chen, Degui Li, Oliver Linton and Zudi Lu
| Year of publication: |
2015
|
|---|---|
| Authors: | Chen, Jia ; Li, Degui ; Linton, Oliver ; Lu, Zu-di |
| Publisher: |
York : Department of Economics and Related Studies, University of York |
| Subject: | Kernel smoother | penalised MAMAR | principal component analysis | semiparametric approximation | sure independence screening | ultra-high dimensional time series | Zeitreihenanalyse | Time series analysis | Nichtparametrisches Verfahren | Nonparametric statistics | Schätztheorie | Estimation theory | Hauptkomponentenanalyse | Principal component analysis |
| Extent: | 1 Online-Ressource (51 Seiten) |
|---|---|
| Series: | Discussion papers in economics. - York : [Verlag nicht ermittelbar], ZDB-ID 2196322-8. - Vol. no. 15/18 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011411616