Penalized multiply robust estimation in high-order autoregressive processes with missing explanatory variables
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Publication:2057845
DOI10.1016/j.jmva.2021.104867zbMath1480.62104OpenAlexW3208648863MaRDI QIDQ2057845
Wanying Zhang, De-Hui Wang, Wei Xiong, Dianliang Deng, Xin-Yang Wang
Publication date: 7 December 2021
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2021.104867
Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Robustness and adaptive procedures (parametric inference) (62F35) Missing data (62D10)
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