LASSO estimation of threshold autoregressive models (Q888321)
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: LASSO estimation of threshold autoregressive models |
scientific article; zbMATH DE number 6502477
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | LASSO estimation of threshold autoregressive models |
scientific article; zbMATH DE number 6502477 |
Statements
LASSO estimation of threshold autoregressive models (English)
0 references
30 October 2015
0 references
group Lasso
0 references
information criterion
0 references
least angle regression (LARS)
0 references
multiple regimes
0 references
0 references
0 references
0 references
