Variable selection in sparse GLARMA models

DOI10.1080/02331888.2022.2090943OpenAlexW3043348124MaRDI QIDQ5095838

Thomas Blein, Laure Sansonnet, Marina Gomtsyan, Sarah Ouadah, Céline Lévy-Leduc

Publication date: 11 August 2022

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2208.14168

zbMATH Keywords

sparseGLARMA modelsdiscrete-valued time series

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items

GlarmaVarSel

Uses Software

• R
• glmnet
• ElemStatLearn
• glarma

Cites Work

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• Integer-valued moving average (INMA) process
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• MCMC for Integer-Valued ARMA processes