Pages that link to "Item:Q613145"
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The following pages link to Subset selection for vector autoregressive processes via adaptive Lasso (Q613145):
Displaying 8 items.
- Space-time short- to medium-term wind speed forecasting (Q290340) (← links)
- Two-step adaptive model selection for vector autoregressive processes (Q391558) (← links)
- Iteratively reweighted adaptive Lasso for conditional heteroscedastic time series with applications to AR-ARCH type processes (Q1659166) (← links)
- Consistent model selection criteria and goodness-of-fit test for common time series models (Q2180087) (← links)
- CONSISTENT AND CONSERVATIVE MODEL SELECTION WITH THE ADAPTIVE LASSO IN STATIONARY AND NONSTATIONARY AUTOREGRESSIONS (Q2786685) (← links)
- A NEW APPROACH TO SELECT THE BEST SUBSET OF PREDICTORS IN LINEAR REGRESSION MODELLING: BI-OBJECTIVE MIXED INTEGER LINEAR PROGRAMMING (Q3122035) (← links)
- Oracle M‐Estimation for Time Series Models (Q5346585) (← links)
- On a Semiparametric Data‐Driven Nonlinear Model with Penalized Spatio‐Temporal Lag Interactions (Q5377200) (← links)
