LASSO order selection for sparse autoregression: a bootstrap approach (Q5106966)
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scientific article; zbMATH DE number 7192089
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | LASSO order selection for sparse autoregression: a bootstrap approach |
scientific article; zbMATH DE number 7192089 |
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LASSO order selection for sparse autoregression: a bootstrap approach (English)
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22 April 2020
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AR processes
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bootstrap
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order selection
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moving block bootstrap
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AIC
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