On the adaptive Lasso estimator of AR(\(p\)) time series with applications to INAR(\(p\)) and Hawkes processes (Q6541944)
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scientific article; zbMATH DE number 7851464
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the adaptive Lasso estimator of AR(\(p\)) time series with applications to INAR(\(p\)) and Hawkes processes |
scientific article; zbMATH DE number 7851464 |
Statements
On the adaptive Lasso estimator of AR(\(p\)) time series with applications to INAR(\(p\)) and Hawkes processes (English)
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21 May 2024
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AR(\(p\))
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Hawkes processes
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INAR(\(p\))
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Lasso estimator
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