Order selection for possibly infinite-order non-stationary time series (Q2324319)
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scientific article; zbMATH DE number 7103501
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| English | Order selection for possibly infinite-order non-stationary time series |
scientific article; zbMATH DE number 7103501 |
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Order selection for possibly infinite-order non-stationary time series (English)
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11 September 2019
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asymptotic efficiency
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Lasso
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non-stationary
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possibly infinite-order
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TSIC
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0.8139167428016663
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0.79521644115448
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0.7921115159988403
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