Simultaneous inference of linear models with time varying coefficients
By Zhou Zhou, Wei Biao Wu. 2010
116 citations recorded by the source corpus.
Subfields: Artificial Intelligence, Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/9bf8f7df05b71c5bb9817c7c758353fdc6c38729
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Artificial Intelligence
- Ting Zhang
- Rainer Dahlhaus
- Wei Biao Wu
- Efstathios Paparoditis
- R. von Sachs
- Wolfgang Polonik
- Thomas Lux
In Statistics and Probability
- Rainer Dahlhaus
- Ting Zhang
- Wei Biao Wu
- Tommaso Cai
- R. von Sachs
- Efstathios Paparoditis
- Andreas Hagemann
- Holger Dette
Citations in the corpus
- Locally Stationary Processes (2011, background): “Zhou and Wu (2010) construct simultaneous confidence tubes for time varying regression coefficients in functional linear models.”
- Inference of time-varying regression models (2012, methodology): “3, and the argument in the proof of Theorem 3 in [56], we have supt∈[0,1] |β̃(t) − β(t)| = Op(φn) and”
- Heteroscedasticity and Autocorrelation Robust Structural Change Detection (2013, unknown): “By Lemma 5 of Zhou and Wu (2010), we have | i(k)| = O(χ |k”