Shrinkage estimation for linear regression with ARMA errors (Q419339)

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scientific article; zbMATH DE number 6036366
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Shrinkage estimation for linear regression with ARMA errors
scientific article; zbMATH DE number 6036366

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    Shrinkage estimation for linear regression with ARMA errors (English)
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    18 May 2012
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    modified lasso
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    oracle estimator
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    variable selection
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