scientific article; zbMATH DE number 1192564

MaRDI QIDQ3842971zbMATH OpenFDO

Authors Anoop Chaturvedi, Alan T. K. Wan

Publication date 2 December 1998

zbMATH Keywords

AR(1) modellagged dependent variableordinary least squares estimatorquadratic lossriskStein-rule estimation

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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