Penalized estimation of threshold auto-regressive models with many components and thresholds (Q2136665)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Penalized estimation of threshold auto-regressive models with many components and thresholds |
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Penalized estimation of threshold auto-regressive models with many components and thresholds (English)
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11 May 2022
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non-linear time series
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high-dimensional time series
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fused Lasso
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threshold estimation
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