The following pages link to Eduardo F. Mendes (Q898599):
Displaying 8 items.
- \(\ell_1\)-regularization of high-dimensional time-series models with non-Gaussian and heteroskedastic errors (Q898600) (← links)
- A flexible particle Markov chain Monte Carlo method (Q2195824) (← links)
- Testing for symmetry and conditional symmetry using asymmetric kernels (Q2355168) (← links)
- On Convergence Rates of Mixtures of Polynomial Experts (Q2840878) (← links)
- A Note on Nonlinear Cointegration, Misspecification, and Bimodality (Q5080465) (← links)
- Regularized estimation of high‐dimensional vector autoregressions with weakly dependent innovations (Q5095824) (← links)
- Adaptive LASSO estimation for ARDL models with GARCH innovations (Q5864640) (← links)
- Regularized Estimation of High-Dimensional Vector AutoRegressions with Weakly Dependent Innovations (Q6331402) (← links)
