Variable selection for high-dimensional regression models with time series and heteroscedastic errors (Q2305978)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Variable selection for high-dimensional regression models with time series and heteroscedastic errors |
scientific article |
Statements
Variable selection for high-dimensional regression models with time series and heteroscedastic errors (English)
0 references
20 March 2020
0 references
heteroscedasticity
0 references
high-dimensional information criterion
0 references
orthogonal greedy algorithm
0 references
long-range dependence
0 references
0 references
0 references
0 references
0 references