Sparse seasonal and periodic vector autoregressive modeling (Q1658508)
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scientific article; zbMATH DE number 6917863
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| default for all languages | No label defined |
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| English | Sparse seasonal and periodic vector autoregressive modeling |
scientific article; zbMATH DE number 6917863 |
Statements
Sparse seasonal and periodic vector autoregressive modeling (English)
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14 August 2018
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seasonal vector autoregressive (SVAR) model
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periodic vector autoregressive (PVAR) model
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sparsity
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partial spectral coherence (PSC)
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adaptive Lasso
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variable selection
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0.8152404427528381
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0.7720621824264526
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0.7719358801841736
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0.7703839540481567
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