{"title":"局部静止时间序列中线性时变系数模型的引导推断","authors":"Yicong Lin, Mingxuan Song, Bernhard van der Sluis","doi":"10.1080/10618600.2024.2403705","DOIUrl":null,"url":null,"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...","PeriodicalId":15422,"journal":{"name":"Journal of Computational and Graphical Statistics","volume":null,"pages":null},"PeriodicalIF":1.4000,"publicationDate":"2024-09-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Bootstrap inference for linear time-varying coefficient models in locally stationary time series\",\"authors\":\"Yicong Lin, Mingxuan Song, Bernhard van der Sluis\",\"doi\":\"10.1080/10618600.2024.2403705\",\"DOIUrl\":null,\"url\":null,\"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...\",\"PeriodicalId\":15422,\"journal\":{\"name\":\"Journal of Computational and Graphical Statistics\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":1.4000,\"publicationDate\":\"2024-09-19\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Journal of Computational and Graphical Statistics\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://doi.org/10.1080/10618600.2024.2403705\",\"RegionNum\":2,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q2\",\"JCRName\":\"STATISTICS & PROBABILITY\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of Computational and Graphical Statistics","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1080/10618600.2024.2403705","RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q2","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
Bootstrap inference for linear time-varying coefficient models in locally stationary time series
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...
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.
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