Work

On the Oracle Property of the Adaptive Lasso in Stationary and Nonstationary Autoregressions

Year: 2012

Type: preprint

Source: RePEc: Research Papers in Economics

Author: Anders Kock

Language: English

Topic: Statistical Methods and Inference

Subfield: Statistics and Probability

Field: Mathematics

Domain: Physical Sciences

Open Access status: closed

OpenAlex ID: W1481814068

Cites:

Cited by: 2

Related to: 10