On a semiparametric data-driven nonlinear model with penalized spatio-temporal lag interactions

DOI10.1111/JTSA.12442MaRDI QIDQ5377200zbMATH OpenOpenAlexFDO

Authors Dawlah al-Sulami, Zhenyu Jiang, J. Zhu, Zudi Lu

Publication date 23 May 2019

Published in Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL https://eprints.soton.ac.uk/426419/1/revision_R2_v2.pdf

zbMATH Keywords

regularizationtime seriesnonlinear regressionspatial statisticsasymptotic propertyadaptive Lasso

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from spatial processes (62M30) Applications of statistics to economics (62P20) Ridge regression; shrinkage estimators (Lasso) (62J07)

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Cited in

(1)

• Unified Principal Component Analysis for Sparse and Dense Functional Data under Spatial Dependency

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