Adaptive lasso for linear regression models with ARMA-GARCH errors (Q4976540)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Adaptive lasso for linear regression models with ARMA-GARCH errors |
scientific article; zbMATH DE number 6755051
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Adaptive lasso for linear regression models with ARMA-GARCH errors |
scientific article; zbMATH DE number 6755051 |
Statements
Adaptive lasso for linear regression models with ARMA-GARCH errors (English)
0 references
31 July 2017
0 references
adaptive Lasso
0 references
ARMA error models
0 references
ARMA-GARCH error models
0 references
penalized regression
0 references
variable selection
0 references
