Time-varying coefficient models can capture evolving relationships. However, constructing asymptotic confidence bands for coefficient curves in these models is challenging due to slow convergence r...

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局部平稳时间序列中线性时变系数模型的 Bootstrap 推理


时变系数模型可以捕捉不断变化的关系。然而，由于收敛速度慢，在这些模型中构建系数曲线的渐近置信带具有挑战性...