Threshold Estimation via Group Orthogonal Greedy Algorithm

DOI10.1080/07350015.2015.1064820zbMATH Open1546.62956MaRDI QIDQ6616616FDOQ6616616

Ngai Hang Chan, Ching-Kang Ing, Chun Yip Yau, Yuanbo Li

Publication date: 9 October 2024

Published in: Journal of Business and Economic Statistics (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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Cited In (1)

• Active-set based block coordinate descent algorithm in group LASSO for self-exciting threshold autoregressive model

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