Oracle properties and finite sample inference of the adaptive lasso for time series regression models
Gespeichert in:
Verfasser / Beitragende:
Francesco Audrino, Lorenzo Camponovo
Ort, Verlag, Jahr:
St. Gallen :
Department of Economics, University of St. Gallen,
2013
Beschreibung:
27 S.
Format:
Buch