Model Selection for Vector Autoregressive Processes via Adaptive Lasso

ISSN： 0361-0926

Source： Communications in Statistics: Theory and Methods, Vol.42, Iss.13, 2013-07, pp. : 2423-2436

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Bi-level variable selection via adaptive sparse group Lasso

By Fang Kuangnan Wang Xiaoyan Zhang Shengwei Zhu Jianping Ma Shuangge

Journal of Statistical Computation and Simulation, Vol. 85, Iss. 13, 2015-09 ,pp. : 2750-2760

Taylor & Francis Ltd

Access to resources Recommend Favorite

Adaptive order selection for autoregressive models

By Chen Chun-Shu Lee Yun-Huan Hsu Hung-Wei

Journal of Statistical Computation and Simulation, Vol. 84, Iss. 9, 2014-09 ,pp. : 1963-1974

Taylor & Francis Ltd

Access to resources Recommend Favorite

Predictor Selection for Positive Autoregressive Processes

By Ing Ching-Kang Yang Chiao-Yi

Journal of the American Statistical Association, Vol. 109, Iss. 505, 2014-01 ,pp. : 243-253

Taylor & Francis Ltd

Access to resources Recommend Favorite

Model selection by LASSO methods in a change-point model

By Ciuperca Gabriela

Statistical Papers, Vol. 55, Iss. 2, 2014-05 ,pp. : 349-374

Springer Publishing Company

Access to resources Recommend Favorite

Influence diagnostics in a vector autoregressive model

By Liu Yonghui Ji Guocheng Liu Shuangzhe

Journal of Statistical Computation and Simulation, Vol. 85, Iss. 13, 2015-09 ,pp. : 2632-2655

Taylor & Francis Ltd

Access to resources Recommend Favorite