Pages that link to "Item:Q4976540"
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The following pages link to Adaptive lasso for linear regression models with ARMA-GARCH errors (Q4976540):
Displaying 10 items.
- Penalised inference for lagged dependent regression in the presence of autocorrelated residuals (Q1640650) (← links)
- Iteratively reweighted adaptive Lasso for conditional heteroscedastic time series with applications to AR-ARCH type processes (Q1659166) (← links)
- Mixed \(\ell_2\) and \(\ell_1\)-norm regularization for adaptive detrending with ARMA modeling (Q1661291) (← links)
- Adaptive R-estimation in a linear regression model with ARMA errors (Q4454274) (← links)
- The Doubly Adaptive LASSO for Vector Autoregressive Models (Q4976476) (← links)
- Lasso-based Variable Selection of ARMA Models (Q4986337) (← links)
- Likelihood-based quantile autoregressive distributed lag models and its applications (Q5036968) (← links)
- Bayesian LASSO-Regularized quantile regression for linear regression models with autoregressive errors (Q5086189) (← links)
- Bayesian bridge-randomized penalized quantile regression estimation for linear regression model with AP(<i>q</i>) perturbation (Q5107502) (← links)
- Efficient estimation method for generalized ARFIMA models (Q6067505) (← links)
