Lasso with long memory regression errors (Q2250693)
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scientific article; zbMATH DE number 6318652
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Lasso with long memory regression errors |
scientific article; zbMATH DE number 6318652 |
Statements
Lasso with long memory regression errors (English)
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21 July 2014
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Lasso
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sparsity
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long memory dependence
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sign consistency
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asymptotic normality
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0.7946837544441223
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0.792314350605011
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0.78228759765625
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0.7793915271759033
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0.7774586081504822
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