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20222026
most citedHigh-dimensional inference on jumps in nonparametric time series regression models

1 citations · 1 across the 6 of their papers we have counts for

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stat.ME2022

Simultaneous Inference of a Partially Linear Model in Time Series

Jiaqi Li, Likai Chen, Kun Ho Kim +1

We introduce a new methodology to conduct simultaneous inference of the nonparametric component in partially linear time series regression models where the nonparametric part is a…