High-dimensional penalized ARCH processes (Q5861049)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7484569
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | High-dimensional penalized ARCH processes |
scientific article; zbMATH DE number 7484569 |
Statements
High-dimensional penalized arch processes (English)
0 references
4 March 2022
0 references
multivariate ARCH
0 references
positive definiteness
0 references
sparse group Lasso
0 references
stationarity
0 references
0 references
0 references
0.7722841501235962
0 references
0.7426939606666565
0 references
0.7426939606666565
0 references
0.739811897277832
0 references
