Regularization and selection in Gaussian mixture of autoregressive models (Q4960859): Difference between revisions

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Latest revision as of 00:49, 20 March 2024

scientific article; zbMATH DE number 7192926
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English
Regularization and selection in Gaussian mixture of autoregressive models
scientific article; zbMATH DE number 7192926

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    Regularization and selection in Gaussian mixture of autoregressive models (English)
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    23 April 2020
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    autoregressive models
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    information criteria
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    Lasso
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    mixture models
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    SCAD
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