"Iteratively reweighted adaptive lasso for conditional heteroscedastic time ..."

Florian Ziel (2016)

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DOI: 10.1016/J.CSDA.2015.11.016

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type: Journal Article

metadata version: 2022-10-02

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Florian Ziel:
Iteratively reweighted adaptive lasso for conditional heteroscedastic time series with applications to AR-ARCH type processes. Comput. Stat. Data Anal. 100: 773-793 (2016)

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