Regression coefficient and autoregressive order shrinkage and selection via the lasso
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Publication:5087438
DOI10.1111/j.1467-9868.2007.00577.xOpenAlexW2159877036MaRDI QIDQ5087438
Hansheng Wang, Guodong Li, Chih-Ling Tsai
Publication date: 11 July 2022
Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9868.2007.00577.x
Lassooracle estimatorautoregression with exogenous variablesregression model with autoregressive errors
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