Autoregressive process modeling via the Lasso procedure (Q631620)

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scientific article; zbMATH DE number 5865454
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    Autoregressive process modeling via the Lasso procedure
    scientific article; zbMATH DE number 5865454

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      Autoregressive process modeling via the Lasso procedure (English)
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      14 March 2011
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      autoregressive model
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      estimation consistency
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      model selection
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      prediction consistency
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