Regression coefficient and autoregressive order shrinkage and selection via the lasso (Q5087438)
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scientific article; zbMATH DE number 7555350
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| English | Regression coefficient and autoregressive order shrinkage and selection via the lasso |
scientific article; zbMATH DE number 7555350 |
Statements
Regression coefficient and autoregressive order shrinkage and selection via the lasso (English)
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11 July 2022
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autoregression with exogenous variables
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Lasso
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oracle estimator
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regression model with autoregressive errors
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