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VARIABLE SELECTION BY PSEUDO WAVELETS IN HETEROSCEDASTIC REGRESSION MODELS INVOLVING TIME SERIES

VARIABLE SELECTION BY PSEUDO WAVELETS IN HETEROSCEDASTIC REGRESSION MODELS INVOLVING TIME SERIES

Qinghe Wang; Yong Zhou
  • 作者Qinghe Wang; Yong Zhou
  • 卷第26卷
  • 期第3期
  • 印刷ISSN0252-9602
  • 文件大小396.40KB
  • 发表时间2006
  • DOI10.1016/s0252-9602(06)60071-4
  • 页码469-476
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