Pages that link to "Item:Q4976476"
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The following pages link to The Doubly Adaptive LASSO for Vector Autoregressive Models (Q4976476):
Displaying 10 items.
- Two-step adaptive model selection for vector autoregressive processes (Q391558) (← links)
- Subset selection for vector autoregressive processes via adaptive Lasso (Q613145) (← links)
- Autoregressive process modeling via the Lasso procedure (Q631620) (← links)
- Subset selection for vector autoregressive processes using Lasso (Q1023702) (← links)
- Iteratively reweighted adaptive Lasso for conditional heteroscedastic time series with applications to AR-ARCH type processes (Q1659166) (← links)
- A new double-regularized regression using Liu and Lasso regularization (Q2135849) (← links)
- Model Selection for Vector Autoregressive Processes via Adaptive Lasso (Q2859291) (← links)
- Adaptive Lasso for vector Multiplicative Error Models (Q5121495) (← links)
- Time series modeling and forecasting by mathematical programming (Q6109289) (← links)
- Multi-task sparse identification for closed-loop systems with general observation sequences (Q6157363) (← links)