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"Subset selection for vector autoregressive processes using Lasso."

Nan-Jung Hsu, Hung-Lin Hung, Ya-Mei Chang (2008)

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DOI: 10.1016/J.CSDA.2007.12.004

access: closed

type: Journal Article

metadata version: 2020-10-26

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Nan-Jung Hsu, Hung-Lin Hung, Ya-Mei Chang:
Subset selection for vector autoregressive processes using Lasso. Comput. Stat. Data Anal. 52(7): 3645-3657 (2008)

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