Pages that link to "Item:Q5263975"
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The following pages link to Simultaneous sparse model selection and coefficient estimation for heavy-tailed autoregressive processes (Q5263975):
Displaying 3 items.
- Penalized multiply robust estimation in high-order autoregressive processes with missing explanatory variables (Q2057845) (← links)
- Bayesian empirical likelihood inference and order shrinkage for autoregressive models (Q2122804) (← links)
- Sparseness, consistency and model selection for Markov regime-switching Gaussian autoregressive models (Q5037794) (← links)
