FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W3143236546> ?p ?o ?g. }

• W3143236546 endingPage "428" @default.
• W3143236546 startingPage "408" @default.
• W3143236546 abstract "A general class of non-stationary time series is considered in this paper. We estimate the time-varying coefficients by using local linear M-estimation. For these estimators, weak Bahadur representations are obtained and are used to construct simultaneous confidence bands. For practical implementation, we propose a bootstrap based method to circumvent the slow logarithmic convergence of the theoretical simultaneous bands. Our results substantially generalize and unify the treatments for several time-varying regression and auto-regression models. The performance for tvARCH and tvGARCH models is studied in simulations and a few real-life applications of our study are presented through the analysis of some popular financial datasets." @default.
• W3143236546 created "2021-04-13" @default.
• W3143236546 creator A5036683934 @default.
• W3143236546 creator A5055274857 @default.
• W3143236546 creator A5083218909 @default.
• W3143236546 date "2022-04-01" @default.
• W3143236546 modified "2023-10-01" @default.
• W3143236546 title "Simultaneous inference for time-varying models" @default.
• W3143236546 cites W1971484986 @default.
• W3143236546 cites W1971846819 @default.
• W3143236546 cites W1972493361 @default.
• W3143236546 cites W1973083259 @default.
• W3143236546 cites W1974977139 @default.
• W3143236546 cites W1979575715 @default.
• W3143236546 cites W1981076387 @default.
• W3143236546 cites W1984536024 @default.
• W3143236546 cites W1986446727 @default.
• W3143236546 cites W1994411832 @default.
• W3143236546 cites W1995702228 @default.
• W3143236546 cites W1996341054 @default.
• W3143236546 cites W1999996900 @default.
• W3143236546 cites W2003320809 @default.
• W3143236546 cites W2016040111 @default.
• W3143236546 cites W2021438475 @default.
• W3143236546 cites W2045593113 @default.
• W3143236546 cites W2051030369 @default.
• W3143236546 cites W2054477007 @default.
• W3143236546 cites W2054914474 @default.
• W3143236546 cites W2057884190 @default.
• W3143236546 cites W2059126764 @default.
• W3143236546 cites W2060467039 @default.
• W3143236546 cites W2063846640 @default.
• W3143236546 cites W2068019718 @default.
• W3143236546 cites W2086147858 @default.
• W3143236546 cites W2086680598 @default.
• W3143236546 cites W2093688906 @default.
• W3143236546 cites W2097633087 @default.
• W3143236546 cites W2116294798 @default.
• W3143236546 cites W2117380618 @default.
• W3143236546 cites W2122524893 @default.
• W3143236546 cites W2144452471 @default.
• W3143236546 cites W2150531337 @default.
• W3143236546 cites W2169001471 @default.
• W3143236546 cites W2963629083 @default.
• W3143236546 cites W2964320691 @default.
• W3143236546 cites W3101034255 @default.
• W3143236546 cites W3101802582 @default.
• W3143236546 cites W3103141061 @default.
• W3143236546 cites W3105622372 @default.
• W3143236546 cites W3105943614 @default.
• W3143236546 cites W3121958373 @default.
• W3143236546 doi "https://doi.org/10.1016/j.jeconom.2021.03.002" @default.
• W3143236546 hasPublicationYear "2022" @default.
• W3143236546 type Work @default.
• W3143236546 sameAs 3143236546 @default.
• W3143236546 citedByCount "12" @default.
• W3143236546 countsByYear W31432365462020 @default.
• W3143236546 countsByYear W31432365462021 @default.
• W3143236546 countsByYear W31432365462022 @default.
• W3143236546 countsByYear W31432365462023 @default.
• W3143236546 crossrefType "journal-article" @default.
• W3143236546 hasAuthorship W3143236546A5036683934 @default.
• W3143236546 hasAuthorship W3143236546A5055274857 @default.
• W3143236546 hasAuthorship W3143236546A5083218909 @default.
• W3143236546 hasBestOaLocation W31432365462 @default.
• W3143236546 hasConcept C105795698 @default.
• W3143236546 hasConcept C134261354 @default.
• W3143236546 hasConcept C134306372 @default.
• W3143236546 hasConcept C143724316 @default.
• W3143236546 hasConcept C151406439 @default.
• W3143236546 hasConcept C151730666 @default.
• W3143236546 hasConcept C154945302 @default.
• W3143236546 hasConcept C162324750 @default.
• W3143236546 hasConcept C185429906 @default.
• W3143236546 hasConcept C2776214188 @default.
• W3143236546 hasConcept C2777212361 @default.
• W3143236546 hasConcept C2777303404 @default.
• W3143236546 hasConcept C28826006 @default.
• W3143236546 hasConcept C33923547 @default.
• W3143236546 hasConcept C39927690 @default.
• W3143236546 hasConcept C41008148 @default.
• W3143236546 hasConcept C48921125 @default.
• W3143236546 hasConcept C50522688 @default.
• W3143236546 hasConcept C86803240 @default.
• W3143236546 hasConceptScore W3143236546C105795698 @default.
• W3143236546 hasConceptScore W3143236546C134261354 @default.
• W3143236546 hasConceptScore W3143236546C134306372 @default.
• W3143236546 hasConceptScore W3143236546C143724316 @default.
• W3143236546 hasConceptScore W3143236546C151406439 @default.
• W3143236546 hasConceptScore W3143236546C151730666 @default.
• W3143236546 hasConceptScore W3143236546C154945302 @default.
• W3143236546 hasConceptScore W3143236546C162324750 @default.
• W3143236546 hasConceptScore W3143236546C185429906 @default.
• W3143236546 hasConceptScore W3143236546C2776214188 @default.
• W3143236546 hasConceptScore W3143236546C2777212361 @default.
• W3143236546 hasConceptScore W3143236546C2777303404 @default.
• W3143236546 hasConceptScore W3143236546C28826006 @default.
• W3143236546 hasConceptScore W3143236546C33923547 @default.

• next