Oracle Properties, Bias Correction, and Bootstrap Inference for Adaptive Lasso for Time Series M‐Estimators

Publisher: John Wiley & Sons Inc

E-ISSN: 1467-9892|39|2|111-128

ISSN: 0143-9782

Source: JOURNAL OF TIME SERIES ANALYSIS, Vol.39, Iss.2, 2018-03, pp. : 111-128

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Abstract