Variable selection for high-dimensional regression models with time series and heteroscedastic errors (Q2305978): Difference between revisions
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Revision as of 16:58, 27 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Variable selection for high-dimensional regression models with time series and heteroscedastic errors |
scientific article |
Statements
Variable selection for high-dimensional regression models with time series and heteroscedastic errors (English)
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20 March 2020
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heteroscedasticity
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high-dimensional information criterion
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orthogonal greedy algorithm
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long-range dependence
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