Lasso with long memory regression errors (Q2250693): Difference between revisions

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+Sparsity considerations for dependent variables
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+Long memory processes and fractional integration in econometrics
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+Simultaneous analysis of Lasso and Dantzig selector
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+Mixing: Properties and examples
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+Nonparametric regression with heteroscedastic long memory errors
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+Chi-square oracle inequalities
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+Asymptotics for Lasso-type estimators.
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+High-dimensional graphs and variable selection with the Lasso
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+The Adaptive Lasso and Its Oracle Properties
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