Lasso-based Variable Selection of ARMA Models (Q4986337)
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scientific article; zbMATH DE number 7339778
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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