Model and Variable Selection Procedures for Semiparametric Time Series Regression
Semiparametric regression models are very useful for time series analysis. They facilitate the detection of features resulting from external interventions. The complexity of semiparametric models poses new challenges for issues of nonparametric and parametric inference and model selection that frequ...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Hindawi Limited
2009-01-01
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| Series: | Journal of Probability and Statistics |
| Online Access: | http://dx.doi.org/10.1155/2009/487194 |