Pages that link to "Item:Q419339"
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The following pages link to Shrinkage estimation for linear regression with ARMA errors (Q419339):
Displaying 15 items.
- Asymptotic normality of Huber-Dutter estimators in a linear EV model with AR(1) processes (Q261766) (← links)
- Estimation of a linear regression model with stationary ARMA (p,q) errors (Q751138) (← links)
- Local linear regression for data with AR errors (Q1036922) (← links)
- Penalised inference for lagged dependent regression in the presence of autocorrelated residuals (Q1640650) (← links)
- Quantile regression for linear models with autoregressive errors using EM algorithm (Q1729300) (← links)
- Shrinkage estimation and variable selection in multiple regression models with random coefficient autoregressive errors (Q2251707) (← links)
- Linear Methods for Estimating Arma and Regression Models with Serial Correlation (Q3489227) (← links)
- Adaptive lasso for linear regression models with ARMA-GARCH errors (Q4976540) (← links)
- Lasso-based Variable Selection of ARMA Models (Q4986337) (← links)
- Likelihood-based quantile autoregressive distributed lag models and its applications (Q5036968) (← links)
- Oracle model selection for correlated data via residuals (Q5076884) (← links)
- Bayesian LASSO-Regularized quantile regression for linear regression models with autoregressive errors (Q5086189) (← links)
- Model selection for time series with nonlinear trend (Q5104523) (← links)
- Bayesian bridge-randomized penalized quantile regression estimation for linear regression model with AP(<i>q</i>) perturbation (Q5107502) (← links)
- On estimation of nonparametric regression models with autoregressive and moving average errors (Q6197120) (← links)
