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Adaptive LASSO for linear regression models with ARMA-GARCH errors.

Young Joo YoonSooyong LeeTaewook Lee
Published in: Commun. Stat. Simul. Comput. (2017)
Keyphrases
  • linear regression models
  • least squares
  • feature selection
  • higher order
  • cross validation
  • linear regression
  • regression analysis
  • artificial neural networks
  • multi task