Ridge Autoregression Estimation: LS Method
From MaRDI portal
Publication:2794798
DOI10.1080/03610926.2013.857866zbMath1332.62344OpenAlexW1517568521MaRDI QIDQ2794798
Amal F. Ghania, A. K. Md. Ehsanes Saleh
Publication date: 11 March 2016
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2013.857866
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Ridge regression; shrinkage estimators (Lasso) (62J07)
Cites Work
- Preliminary test and Stein estimations in simultaneous linear equations
- Time series: theory and methods
- Weighted empirical processes in dynamic nonlinear models.
- A note on classical Stein-type estimators in elliptically contoured models
- \(R\)-estimation of the parameters of autoregressive [AR(\(p\)) models]
- On some ridge regression estimators: a nonparametric approach
- Performance of some new preliminary test ridge regression estimators and their properties
- Theory of Preliminary Test and Stein‐Type Estimation With Applications