Iteratively reweighted adaptive lasso for conditional heteroscedastic time series with applications to AR–ARCH type processes

Published 2016 View Full Article

  1. Home
  2. Publications
  3. Publication Search
  4. Publication Details
Title
Iteratively reweighted adaptive lasso for conditional heteroscedastic time series with applications to AR–ARCH type processes
Authors
Keywords
High-dimensional time series, Lasso, Autoregressive process, Conditional heteroscedasticity, Volatility, AR–ARCH
Journal
COMPUTATIONAL STATISTICS & DATA ANALYSIS
Volume 100, Issue -, Pages 773-793
Publisher
Elsevier BV
Online
2015-12-05
DOI
10.1016/j.csda.2015.11.016

Ask authors/readers for more resources

Protocol

Community support

Reagent

Community support

Reprint

Contact the author

Discover Peeref hubs

Discuss science. Find collaborators. Network.

Join a conversation

Ask a Question. Answer a Question.

Quickly pose questions to the entire community. Debate answers and get clarity on the most important issues facing researchers.

Get Started
Webinars Posters Questions Hubs Funding Journals Articles Connect Collections Reviewers About Us FAQs Mobile App Privacy Policy Terms of Use
© Peeref 2019-2024. All rights reserved.