Active-set based block coordinate descent algorithm in group LASSO for self-exciting threshold autoregressive model
From MaRDI portal
(Redirected from Publication:6581310)
Cites work
- A coordinate majorization descent algorithm for _1 penalized learning
- A fast unified algorithm for solving group-lasso penalize learning problems
- A multiple-threshold AR(1) model
- A note on adaptive group Lasso
- A review of threshold time series models in finance
- A selective review of group selection in high-dimensional models
- Applied Linear Regression
- Bayesian analysis of multiple thresholds autoregressive model
- Bayesian Model Uncertainty In Smooth Transition Autoregressions
- Bayesian subset selection for threshold autoregressive moving-average models
- BAYESIAN THRESHOLD AUTOREGRESSIVE MODELS FOR NONLINEAR TIME SERIES
- Consistencies and rates of convergence of jump-penalized least squares estimators
- Consistency and limiting distribution of the least squares estimator of a threshold autoregressive model
- Consistency of the group Lasso and multiple kernel learning
- Estimating nonlinear regression with and without change-points by the LAD method
- Estimation and model selection based inference in single and multiple threshold models.
- Estimation of multiple-regime threshold autoregressive models with structural breaks
- Group Lasso for structural break time series
- scientific article; zbMATH DE number 5957408 (Why is no real title available?)
- scientific article; zbMATH DE number 4159917 (Why is no real title available?)
- scientific article; zbMATH DE number 3742453 (Why is no real title available?)
- scientific article; zbMATH DE number 48093 (Why is no real title available?)
- scientific article; zbMATH DE number 5223072 (Why is no real title available?)
- LARS-type algorithm for group Lasso
- LASSO estimation of threshold autoregressive models
- Majorization minimization by coordinate descent for concave penalized generalized linear models
- Model Selection and Estimation in Regression with Grouped Variables
- Multiple Change-Point Estimation With a Total Variation Penalty
- Nested sub-sample search algorithm for estimation of threshold models
- Nonlinear time series. Nonparametric and parametric methods
- Numerical issues in threshold autoregressive modeling of time series
- On maximum likelihood estimators for a threshold autoregression
- On the asymptotic properties of the group lasso estimator for linear models
- On the least squares estimation of multiple-regime threshold autoregressive models
- Sample Splitting and Threshold Estimation
- Shrinkage estimation of regression models with multiple structural changes
- Shrinkage tuning parameter selection with a diverging number of parameters
- Simultaneous analysis of Lasso and Dantzig selector
- Some Nonlinear Threshold Autoregressive Time Series Models for Actuarial Use
- Testing and Modeling Multivariate Threshold Models
- Testing and Modeling Threshold Autoregressive Processes
- The Lasso problem and uniqueness
- Threshold Estimation via Group Orthogonal Greedy Algorithm
- THRESHOLD VARIABLE SELECTION IN OPEN‐LOOP THRESHOLD AUTOREGRESSIVE MODELS
- Threshold vector ARMA models
This page was built for publication: Active-set based block coordinate descent algorithm in group LASSO for self-exciting threshold autoregressive model
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6581310)
