NBtsVarSel

MaRDI QIDQ5983466CRANFDO

Authors Marina Gomtsyan

Last update 17 July 2023

Copyright license GNU General Public License, version 2.0

Software version identifier 1.0

Description

Performs variable selection in sparse negative binomial GLARMA (Generalised Linear Autoregressive Moving Average) models. For further details we refer the reader to the paper Gomtsyan (2023), <arXiv:2307.00929>.

Cites work

• Variable selection in a specific regression time series of counts

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