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