A flexible semiparametric forecasting model for time series

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Semiparametric Ultra-High Dimensional Model Averaging of Nonlinear Dynamic Time Series (2018, methodology): “As pn + dn = O(exp{nδ0}), to ensure the validity of Theorem 1(i), we need to impose the restriction δ0 (1 − θ1)/5, which reduces to δ0 4/25 if the order of the optimal bandwidth in kernel smoothing (i.e., θ1 = 1/5) is used.”