Estimation of stationary autoregressive models with the Bayesian LASSO (Q5397970): Difference between revisions

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+A new look at the statistical model identification
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+Q4862306
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+Heuristics of instability and stabilization in model selection
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+Empirical Bayes Gibbs sampling
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+A large-sample model selection criterion based on Kullback's symmetric divergence
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+Modeling covariance matrices via partial autocorrelations
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+Pathwise coordinate optimization
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+Adaptive Rejection Sampling for Gibbs Sampling
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+Inference with normal-gamma prior distributions in regression problems
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+Q5323623
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+Bayesian lasso regression
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+Subset selection for vector autoregressive processes using Lasso
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+Recursive maximum likelihood estimation of autoregressive processes
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+On Information and Sufficiency
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+Penalized regression, standard errors, and Bayesian Lassos
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+Partial autocorrelation parameterization for subset autoregression
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+Autoregressive process modeling via the Lasso procedure
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+The Bayesian Lasso
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+The Stationary Bootstrap
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+Estimating the Order of an Autoregressive Model Using Normalized Maximum Likelihood
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+Estimating the dimension of a model
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+Q4864293
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+On the ``degrees of freedom'' of the lasso
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