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Variable selection in generalized random coefficient autoregressive models
In this paper, we consider the variable selection problem of the generalized random coefficient autoregressive model (GRCA). Instead of parametric likelihood, we use non-parametric empirical likelihood in the information theoretic approach. We propose an empirical likelihood-based Akaike information...
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Springer International Publishing
2018
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5897497/ https://www.ncbi.nlm.nih.gov/pubmed/29674836 http://dx.doi.org/10.1186/s13660-018-1680-4 |