NBtsVarSel

Variable Selection in a Specific Regression Time Series of Counts

Last update: 17 July 2023

Copyright license: GNU General Public License, version 2.0

Software version identifier: 1.0

Performs variable selection in sparse negative binomial GLARMA (Generalised Linear Autoregressive Moving Average) models. For further details we refer the reader to the paper Gomtsyan (2023), <arXiv:2307.00929>.

Cites work

Variable selection in a specific regression time series of counts

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