Bootstrap inference for linear time-varying coefficient models in locally stationary time series

IF 1.4 2区数学 Q2 STATISTICS & PROBABILITY

Journal of Computational and Graphical Statistics Pub Date : 2024-09-19 DOI:10.1080/10618600.2024.2403705

Yicong Lin, Mingxuan Song, Bernhard van der Sluis

引用次数: 0

Abstract

Time-varying coefficient models can capture evolving relationships. However, constructing asymptotic confidence bands for coefficient curves in these models is challenging due to slow convergence r...

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局部静止时间序列中线性时变系数模型的引导推断

时变系数模型可以捕捉不断变化的关系。然而，由于收敛速度慢，为这些模型中的系数曲线构建渐近置信带具有挑战性。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Journal of Computational and Graphical Statistics 数学-统计学与概率论

CiteScore

3.50

自引率

8.30%

发文量

153

审稿时长

>12 weeks

期刊介绍： The Journal of Computational and Graphical Statistics (JCGS) presents the very latest techniques on improving and extending the use of computational and graphical methods in statistics and data analysis. Established in 1992, this journal contains cutting-edge research, data, surveys, and more on numerical graphical displays and methods, and perception. Articles are written for readers who have a strong background in statistics but are not necessarily experts in computing. Published in March, June, September, and December.