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Journal of the American Statistical Association Volume 114, 2019 - Issue 527
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Theory and Methods

Estimation and Identification of a Varying-Coefficient Additive Model for Locally Stationary Processes

Lixia HuShanghai Lixin University of Accounting and Finance, Shanghai, China;School of Statistics and Management, Shanghai University of Finance and Economics, Shanghai, ChinaView further author information
,
Tao HuangSchool of Statistics and Management, Shanghai University of Finance and Economics, Shanghai, ChinaView further author information
&
Jinhong YouSchool of Statistics and Management, Shanghai University of Finance and Economics, Shanghai, ChinaView further author information
Pages 1191-1204 | Received 01 Apr 2018, Published online: 26 Oct 2018

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