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High dimensional regression for regenerative time-series: an application to road traffic modeling - MaRDI portal

High dimensional regression for regenerative time-series: an application to road traffic modeling

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Publication:6327818

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DOI10.1016/J.CSDA.2021.107191zbMath1510.62352arXiv1910.11095MaRDI QIDQ6327818

Mohammed Bouchouia, François Portier

Publication date: 24 October 2019

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Ridge regression; shrinkage estimators (Lasso) (62J07)

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