Modified LASSO estimators for time series regression models with dependent disturbances (Q2220306)
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scientific article; zbMATH DE number 7300209
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| English | Modified LASSO estimators for time series regression models with dependent disturbances |
scientific article; zbMATH DE number 7300209 |
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Modified LASSO estimators for time series regression models with dependent disturbances (English)
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22 January 2021
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modified Lasso
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long-memory disturbances
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high dimensional regression
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0.7946837544441223
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0.7901003360748291
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0.7811349034309387
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0.7798886895179749
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0.7520186901092529
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