Estimation of a dynamic semiparametric model with localized temporal effects
Abstract (A model with dynamic training set in high dimensional data is overparameterized. To mitigate this problem, we proposed a dynamic semiparametric model with localized temporal effect for both the input and the output series. The model is then estimated using a hybrid of methods in the backfi...
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| Format: | Thesis |
| Language: | English |
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