Pages that link to "Item:Q631620"

The following pages link to Autoregressive process modeling via the Lasso procedure (Q631620):

Displaying 41 items.

• Lasso Inference for High-Dimensional Time Series (Q95760) (← links)
• Autoregressive models for matrix-valued time series (Q109413) (← links)
• Variable selection in quantile regression when the models have autoregressive errors (Q488595) (← links)
• Oracle inequalities for high dimensional vector autoregressions (Q494169) (← links)
• Generalized information criterion for the AR model (Q508120) (← links)
• Tuning parameter selection for the adaptive LASSO in the autoregressive model (Q526980) (← links)
• \(\ell_1\)-regularization of high-dimensional time-series models with non-Gaussian and heteroskedastic errors (Q898600) (← links)
• Penalised inference for lagged dependent regression in the presence of autocorrelated residuals (Q1640650) (← links)
• Iteratively reweighted adaptive Lasso for conditional heteroscedastic time series with applications to AR-ARCH type processes (Q1659166) (← links)
• Lasso estimation for spherical autoregressive processes (Q2029797) (← links)
• Integer-valued time series model order shrinkage and selection via penalized quasi-likelihood approach (Q2044767) (← links)
• Bayesian empirical likelihood inference and order shrinkage for autoregressive models (Q2122804) (← links)
• High-dimensional regression with potential prior information on variable importance (Q2152561) (← links)
• Poisson autoregressive process modeling via the penalized conditional maximum likelihood procedure (Q2175651) (← links)
• Lasso guarantees for \(\beta \)-mixing heavy-tailed time series (Q2196212) (← links)
• Regularized bridge-type estimation with multiple penalties (Q2230875) (← links)
• Order selection for possibly infinite-order non-stationary time series (Q2324319) (← links)
• CGMM LASSO-type estimator for the process of Ornstein-Uhlenbeck type (Q2633976) (← links)
• Exponential squared loss based robust variable selection of AR models (Q2673830) (← links)
• Lasso regression in sparse linear model with \(\varphi\)-mixing errors (Q2682345) (← links)
• Regularization for stationary multivariate time series (Q2873031) (← links)
• Adaptive LASSO-type estimation for multivariate diffusion processes (Q2909250) (← links)
• Banded Regularization of Autocovariance Matrices in Application to Parameter Estimation and Forecasting of Time Series (Q3107199) (← links)
• The Doubly Adaptive LASSO for Vector Autoregressive Models (Q4976476) (← links)
• Oracle model selection for correlated data via residuals (Q5076884) (← links)
• Model selection for time series with nonlinear trend (Q5104523) (← links)
• LASSO order selection for sparse autoregression: a bootstrap approach (Q5106966) (← links)
• Order shrinkage and selection for the INGARCH(p,q) model (Q5164572) (← links)
• Simultaneous sparse model selection and coefficient estimation for heavy-tailed autoregressive processes (Q5263975) (← links)
• Estimation of stationary autoregressive models with the Bayesian LASSO (Q5397970) (← links)
• Lassoing the HAR Model: A Model Selection Perspective on Realized Volatility Dynamics (Q5864510) (← links)
• Adaptive LASSO estimation for ARDL models with GARCH innovations (Q5864640) (← links)
• Uncertain Autoregressive Model via LASSO Procedure (Q5876097) (← links)
• Performance bounds for parameter estimates of high-dimensional linear models with correlated errors (Q5965327) (← links)
• Regularization in dynamic random‐intercepts models for analysis of longitudinal data (Q6073414) (← links)
• Variable selection for first‐order Poisson integer‐valued autoregressive model with covariables (Q6080821) (← links)
• On the adaptive Lasso estimator of AR(\(p\)) time series with applications to INAR(\(p\)) and Hawkes processes (Q6541944) (← links)
• On stochastic dynamic modeling of incidence data (Q6590285) (← links)
• Matrix autoregressive models: generalization and Bayesian estimation (Q6645234) (← links)
• Simultaneous statistical inference for second order parameters of time series under weak conditions (Q6656624) (← links)
• A Bernstein-type inequality for high dimensional linear processes with applications to robust estimation of time series regressions (Q6671911) (← links)