Threshold variable selection via a \(L_1\) penalty approach

DOI10.4310/SII.2011.V4.N2.A9MaRDI QIDQ647169

Qian Jiang, Yingcun Xia

Publication date: 1 December 2011

Published in: Statistics and Its Interface (Search for Journal in Brave)

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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