Square‐Root LASSO for High‐Dimensional Sparse Linear Systems with Weakly Dependent Errors.
- Published in:
- Journal of Time Series Analysis, 2018, v. 39, n. 2, p. 212, doi. 10.1111/jtsa.12278
- By:
- Publication type:
- Article
Works matching IS 01439782 AND DT 2018 AND VI 39 AND IP 2
Results: 7
1
2
Negative Binomial Quasi‐Likelihood Inference for General Integer‐Valued Time Series Models.
- Published in:
- Journal of Time Series Analysis, 2018, v. 39, n. 2, p. 192, doi. 10.1111/jtsa.12277
- By:
- Publication type:
- Article
3
The Inverse Kullback–Leibler Method for Fitting Vector Moving Averages.
- Published in:
- Journal of Time Series Analysis, 2018, v. 39, n. 2, p. 172, doi. 10.1111/jtsa.12276
- By:
- Publication type:
- Article
4
Integer‐Valued Autoregressive Models With Survival Probability Driven By A Stochastic Recurrence Equation.
- Published in:
- Journal of Time Series Analysis, 2018, v. 39, n. 2, p. 150, doi. 10.1111/jtsa.12272
- By:
- Publication type:
- Article
5
Inference on Multivariate Heteroscedastic Time Varying Random Coefficient Models.
- Published in:
- Journal of Time Series Analysis, 2018, v. 39, n. 2, p. 129, doi. 10.1111/jtsa.12271
- By:
- Publication type:
- Article
6
Oracle Properties, Bias Correction, and Bootstrap Inference for Adaptive Lasso for Time Series M‐Estimators.
- Published in:
- Journal of Time Series Analysis, 2018, v. 39, n. 2, p. 111, doi. 10.1111/jtsa.12270
- By:
- Publication type:
- Article
7
Issue Information.
- Published in:
- Journal of Time Series Analysis, 2018, v. 39, n. 2, p. 109, doi. 10.1111/jtsa.12259
- Publication type:
- Article