Estimation of stationary autoregressive models with the Bayesian LASSO (Q5397970)

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scientific article; zbMATH DE number 6261469
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Estimation of stationary autoregressive models with the Bayesian LASSO
scientific article; zbMATH DE number 6261469

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    Estimation of stationary autoregressive models with the Bayesian LASSO (English)
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    25 February 2014
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    autoregressive models
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    LASSO
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    Bayesian statistics
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    MCMC
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