Adaptive estimation for varying coefficient models with nonstationary covariates

Z Zhou, J Yu - Communications in Statistics-Theory and Methods, 2019 - Taylor & Francis
In this paper, the adaptive estimation for varying coefficient models proposed by Chen,
Wang, and Yao is extended to allowing for nonstationary covariates. The asymptotic …

Adaptive estimation for varying coefficient models with nonstationary covariates

Z Zhou, J Yu - Communications in Statistics-Theory and Methods, 2019 - ideas.repec.org
In this paper, the adaptive estimation for varying coefficient models proposed by Chen,
Wang, and Yao (2015) is extended to allowing for nonstationary covariates. The asymptotic …

Adaptive estimation for varying coefficient models with nonstationary covariates

Z Zhou, J Yu - Communications in Statistics: Theory and …, 2019 - ingentaconnect.com
In this paper, the adaptive estimation for varying coefficient models proposed by Chen,
Wang, and Yao (2015) is extended to allowing for nonstationary covariates. The asymptotic …

Adaptive estimation for varying coefficient models with nonstationary covariates

Z Zhou, J Yu - Communications in Statistics-Theory and …, 2019 - econpapers.repec.org
In this paper, the adaptive estimation for varying coefficient models proposed by Chen,
Wang, and Yao (2015) is extended to allowing for nonstationary covariates. The asymptotic …

[PDF][PDF] Adaptive estimation for varying coefficient models with nonstationary covariates

Z Zhou, J Yu - 2018 - researchgate.net
In this paper, the adaptive estimation for varying coefficient models proposed by Chen,
Wang, and Yao (2015) is extended to allowing for nonstationary covariates. The asymptotic …

Adaptive estimation for varying coefficient modelswith nonstationary covariates

Z Zhou, J Yu - Communications in Statistics-Theory and Methods, 2019 - diva-portal.org
In this paper, the adaptive estimation for varying coefficient models proposed by Chen,
Wang, and Yao (2015) is extended to allowing for non stationary covariates. The asymptotic …

[PDF][PDF] Adaptive estimation for varying coefficient models with nonstationary covariates

Z Zhou, J Yu - Communications in Statistics-Theory and Methods, 2018 - diva-portal.org
In this paper, the adaptive estimation for varying coefficient models proposed by Chen,
Wang, and Yao (2015) is extended to allowing for non stationary covariates. The asymptotic …