LASSO order selection for sparse autoregression: a bootstrap approach

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Publication:5106966

DOI10.1080/00949655.2017.1341885zbMath1492.62134OpenAlexW2726559407MaRDI QIDQ5106966

Dimitris N. Politis, Livio Fenga

Publication date: 22 April 2020

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2017.1341885





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