Simultaneous sparse model selection and coefficient estimation for heavy-tailed autoregressive processes (Q5263975): Difference between revisions
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Revision as of 20:32, 5 March 2024
scientific article; zbMATH DE number 6460257
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Simultaneous sparse model selection and coefficient estimation for heavy-tailed autoregressive processes |
scientific article; zbMATH DE number 6460257 |
Statements
Simultaneous sparse model selection and coefficient estimation for heavy-tailed autoregressive processes (English)
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20 July 2015
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autoregressive process
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causality
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heavy tails
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penalized maximum likelihood estimation
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oracle properties
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strong consistency
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