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Iteratively reweighted adaptive lasso for conditional heteroscedastic time series with applications to AR-ARCH type processes.
Florian Ziel
Published in:
Comput. Stat. Data Anal. (2016)
Keyphrases
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augmented reality
linear regression
feature selection
cross validation
dynamic time warping
moving average
genetic algorithm
multivariate time series
machine learning
computer vision
process model
stock market
variable selection
linear model
stochastic processes
industrial processes