Regularization and selection in Gaussian mixture of autoregressive models (Q4960859)
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scientific article; zbMATH DE number 7192926
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| English | Regularization and selection in Gaussian mixture of autoregressive models |
scientific article; zbMATH DE number 7192926 |
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Regularization and selection in Gaussian mixture of autoregressive models (English)
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23 April 2020
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autoregressive models
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information criteria
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Lasso
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mixture models
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SCAD
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0.7768175601959229
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0.7692222595214844
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0.7681517601013184
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0.7479273676872253
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0.7477541565895081
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