Shrinkage estimation for linear regression with ARMA errors

R Wu, Q Wang - Journal of Statistical Planning and Inference, 2012 - Elsevier
In this paper, we extend the modified lasso of Wang et al.(2007) to the linear regression
model with autoregressive moving average (ARMA) errors. Such an extension is far from …
被引用次数：20 相关文章

Shrinkage estimation for linear regression with ARMA errors

R Wu, Q Wang - Journal of Statistical Planning and Inference, 2012 - infona.pl
In this paper, we extend the modified lasso of Wang et al.(2007) to the linear regression
model with autoregressive moving average (ARMA) errors. Such an extension is far from …

Shrinkage estimation for linear regression with ARMA errors

R Wu, Q Wang - Journal of Statistical Planning and Inference, 2012 - hero.epa.gov
In this paper, we extend the modified lasso of Wang et al.(2007) to the linear regression
model with autoregressive moving average (ARMA) errors. Such an extension is far from …

Shrinkage estimation for linear regression with ARMA errors

R Wu, Q Wang - Journal of Statistical Planning and Inference, 2012 - infona.pl
In this paper, we extend the modified lasso of Wang et al.(2007) to the linear regression
model with autoregressive moving average (ARMA) errors. Such an extension is far from …