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Lasso with long memory regression errors - MaRDI portal

Lasso with long memory regression errors (Q2250693)

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Lasso with long memory regression errors
scientific article

    Statements

    title
    Lasso with long memory regression errors (English)
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    author
    Abhishek Kaul
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    publication date
    21 July 2014
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    zbMATH Keywords
    Lasso
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    sparsity
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    long memory dependence
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    sign consistency
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    asymptotic normality
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    Identifiers

    Mathematics Subject Classification ID
    62J07
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    62G08
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    62G20
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    zbMATH DE Number
    6318652
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    OpenAlex ID
    W2084692063
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