Simultaneous sparse model selection and coefficient estimation for heavy-tailed autoregressive processes (Q5263975)
From MaRDI portal
scientific article; zbMATH DE number 6460257
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Simultaneous sparse model selection and coefficient estimation for heavy-tailed autoregressive processes |
scientific article; zbMATH DE number 6460257 |
Statements
Simultaneous sparse model selection and coefficient estimation for heavy-tailed autoregressive processes (English)
0 references
20 July 2015
0 references
autoregressive process
0 references
causality
0 references
heavy tails
0 references
penalized maximum likelihood estimation
0 references
oracle properties
0 references
strong consistency
0 references
0 references
0 references
0 references
0 references
0 references
0 references
