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

DOI10.1016/j.csda.2021.107191OpenAlexW3132739826MaRDI QIDQ830094

François Portier, Mohammed Bouchouia

Publication date: 7 May 2021

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1910.11095

zbMATH Keywords

regenerative processLassovector autoregressive modelroad traffic prediction

Mathematics Subject Classification ID

Statistics (62-XX)

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