Lasso based variable selection of ARMA models (Q4986337)
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scientific article; zbMATH DE number 7339778
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| default for all languages | No label defined |
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| English | Lasso based variable selection of ARMA models |
scientific article; zbMATH DE number 7339778 |
Statements
Lasso-based Variable Selection of ARMA Models (English)
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27 April 2021
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ARMA model
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information criterion
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Lasso estimation
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tuning parameter
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variable selection
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0.834719181060791
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0.8243225812911987
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0.8123314380645752
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0.8078776001930237
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0.801749587059021
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