Adaptive Lasso for linear regression models with ARMA-GARCH errors (Q4976540)
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scientific article; zbMATH DE number 6755051
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| English | Adaptive Lasso for linear regression models with ARMA-GARCH errors |
scientific article; zbMATH DE number 6755051 |
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Adaptive lasso for linear regression models with ARMA-GARCH errors (English)
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31 July 2017
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adaptive Lasso
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ARMA error models
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ARMA-GARCH error models
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penalized regression
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variable selection
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0.8078776001930237
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0.8069818615913391
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0.7832738757133484
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0.7687458992004395
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