Pages that link to "Item:Q631620"
From MaRDI portal
The following pages link to Autoregressive process modeling via the Lasso procedure (Q631620):
Displayed 4 items.
- Regularization for stationary multivariate time series (Q2873031) (← links)
- ADAPTIVE LASSO-TYPE ESTIMATION FOR MULTIVARIATE DIFFUSION PROCESSES (Q2909250) (← links)
- Banded Regularization of Autocovariance Matrices in Application to Parameter Estimation and Forecasting of Time Series (Q3107199) (← links)
- Estimation of stationary autoregressive models with the Bayesian LASSO (Q5397970) (← links)