Pages that link to "Item:Q4986337"
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The following pages link to Lasso-based Variable Selection of ARMA Models (Q4986337):
Displaying 8 items.
- Tuning parameter selection for the adaptive LASSO in the autoregressive model (Q526980) (← links)
- Autoregressive process modeling via the Lasso procedure (Q631620) (← links)
- Exponential squared loss based robust variable selection of AR models (Q2673830) (← links)
- Consistent and conservative model selection with the adaptive Lasso in stationary and nonstationary autoregressions (Q2786685) (← links)
- Adaptive lasso for linear regression models with ARMA-GARCH errors (Q4976540) (← links)
- Automated Estimation of Heavy-Tailed Vector Error Correction Models (Q5041351) (← links)
- Oracle model selection for correlated data via residuals (Q5076884) (← links)
- Bootstrapping ARMA time series models after model selection (Q6641337) (← links)
