Shrinkage estimation for linear regression with ARMA errors (Q419339): Difference between revisions

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+\(\ell_1\)-penalized quantile regression in high-dimensional sparse models
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+Q5560061
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+Bayes inference in regression models with ARMA\((p,q)\) errors
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+Gauss-Newton and M-estimation for ARMA processes with infinite variance
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+Least absolute deviation estimation for regression with ARMA errors
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+M-estimation for autoregression with infinite variance
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+Q3900875
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+Asymptotics for Lasso-type estimators.
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+Least squares estimation in the regression model with autoregressive-moving average errors
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+Q5638112
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+Q4864293
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+Regression Models with Time Series Errors
@@ Property / cites work: Regression Models with Time Series Errors / rank @@
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+Regression coefficient and autoregressive order shrinkage and selection via the lasso
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+Q3761509
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+The Adaptive Lasso and Its Oracle Properties
@@ Property / cites work: The Adaptive Lasso and Its Oracle Properties / rank @@
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+On the ``degrees of freedom'' of the lasso
@@ Property / cites work: On the ``degrees of freedom'' of the lasso / rank @@
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