Shrinkage estimation for linear regression with ARMA errors
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Publication:419339
DOI10.1016/j.jspi.2012.02.047zbMath1237.62087OpenAlexW2045739137MaRDI QIDQ419339
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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- \(\ell_1\)-penalized quantile regression in high-dimensional sparse models
- On the ``degrees of freedom of the lasso
- Regression Models with Time Series Errors
- Regression coefficient and autoregressive order shrinkage and selection via the lasso
- Least squares estimation in the regression model with autoregressive-moving average errors
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