Semiparametric Ultra-High Dimensional Model Averaging of Nonlinear Dynamic Time Series

Document Details

Document Type
Pub Defense Publication
Publication Date
Apr 03, 2018
Source ID
10.1080/01621459.2017.1302339

Entities

People

  • Degui Li
  • Jia Chen
  • Oliver Linton
  • Zudi Lu

Organizations

  • Dutch Research Council
  • National Institutes of Health
  • Office of Naval Research
  • University of Cambridge
  • University of Southampton
  • University of York