Pages that link to "Item:Q647179"
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The following pages link to Subset ARMA selection via the adaptive Lasso (Q647179):
Displayed 11 items.
- Modeling financial durations using penalized estimating functions (Q1615270) (← links)
- Iteratively reweighted adaptive Lasso for conditional heteroscedastic time series with applications to AR-ARCH type processes (Q1659166) (← links)
- A note on rank reduction in sparse multivariate regression (Q2323156) (← links)
- Exponential squared loss based robust variable selection of AR models (Q2673830) (← links)
- The LASSO Method for Bilinear Time Series Models (Q3178511) (← links)
- The Doubly Adaptive LASSO for Vector Autoregressive Models (Q4976476) (← links)
- Automated Estimation of Heavy-Tailed Vector Error Correction Models (Q5041351) (← links)
- Oracle model selection for correlated data via residuals (Q5076884) (← links)
- (Q5091892) (← links)
- Model selection for time series with nonlinear trend (Q5104523) (← links)
- Inference for the VEC(1) model with a heavy-tailed linear process errors* (Q6082963) (← links)