Shrinkage estimation for linear regression with ARMA errors
DOI10.1016/J.JSPI.2012.02.047zbMATH Open1237.62087OpenAlexW2045739137MaRDI QIDQ419339FDOQ419339
Authors: Rongning Wu, Qin Wang 
Publication date: 18 May 2012
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2012.02.047
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Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Ridge regression; shrinkage estimators (Lasso) (62J07) Applications of statistics to environmental and related topics (62P12)
Cites Work
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- Bayes inference in regression models with ARMA\((p,q)\) errors
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- Least squares estimation in the regression model with autoregressive-moving average errors
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Cited In (16)
- Local linear regression for data with AR errors
- Asymptotic normality of Huber-Dutter estimators in a linear EV model with AR(1) processes
- Model selection for time series with nonlinear trend
- Application of shrinkage estimation in linear regression models with autoregressive errors
- Shrinkage estimation and variable selection in multiple regression models with random coefficient autoregressive errors
- Estimation of a linear regression model with stationary ARMA (p,q) errors
- Adaptive Lasso for linear regression models with ARMA-GARCH errors
- Likelihood-based quantile autoregressive distributed lag models and its applications
- Lasso based variable selection of ARMA models
- On estimation of nonparametric regression models with autoregressive and moving average errors
- Linear Methods for Estimating Arma and Regression Models with Serial Correlation
- Quantile regression for linear models with autoregressive errors using EM algorithm
- Penalised inference for lagged dependent regression in the presence of autocorrelated residuals
- Oracle model selection for correlated data via residuals
- Bayesian bridge-randomized penalized quantile regression estimation for linear regression model with AP(q) perturbation
- Bayesian LASSO-Regularized quantile regression for linear regression models with autoregressive errors
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