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Adaptive Lasso for Linear Regression Models with ARMA-GARCH Errors
Yoon, Young Joo, Lee, Sooyong, Lee, TaewookLanguage:
english
Journal:
Communications in Statistics - Simulation and Computation
DOI:
10.1080/03610918.2015.1096372
Date:
October, 2015
File:
PDF, 569 KB
english, 2015