Pages that link to "Item:Q888321"

The following pages link to LASSO estimation of threshold autoregressive models (Q888321):

Displaying 14 items.

• Frontiers in time series and financial econometrics: an overview (Q888316) (← links)
• Generalized threshold latent variable model (Q2002582) (← links)
• Integer-valued time series model order shrinkage and selection via penalized quasi-likelihood approach (Q2044767) (← links)
• Penalized estimation of threshold auto-regressive models with many components and thresholds (Q2136665) (← links)
• Generalized high-dimensional trace regression via nuclear norm regularization (Q2323374) (← links)
• Group fused Lasso for large factor models with multiple structural breaks (Q2688655) (← links)
• Time-Varying Autoregression with Low-Rank Tensors (Q5016785) (← links)
• Simulation and application of subsampling for threshold autoregressive moving-average models (Q5082961) (← links)
• Self‐Weighted Lad‐Based Inference for Heavy‐Tailed Continuous Threshold Autoregressive Models (Q5111785) (← links)
• Bayesian estimation of subset threshold autoregressions: short-term forecasting of traffic occupancy (Q5861442) (← links)
• Threshold estimation for continuous three‐phase polynomial regression models with constant mean in the middle regime (Q6068051) (← links)
• Variable selection for first‐order Poisson integer‐valued autoregressive model with covariables (Q6080821) (← links)
• Shrinkage estimation of multiple threshold factor models (Q6108331) (← links)
• Segment regression model average with multiple threshold variables and multiple structural breaks (Q6490393) (← links)