Subset selection for vector autoregressive processes using...

Computational Statistics & Data Analysis 2008 Vol. 52; Iss. 7

Subset selection for vector autoregressive processes using Lasso

Nan-Jung Hsu, Hung-Lin Hung, Ya-Mei Chang
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Volume:
52
Year:
2008
Language:
english
Pages:
13
DOI:
10.1016/j.csda.2007.12.004
File:
PDF, 564 KB
english, 2008
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