"Coordinate gradient descent algorithm in adaptive LASSO for pure ARCH and ..."

Muhammad Jaffri Mohd Nasir et al. (2025)

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DOI: 10.1007/S00180-025-01642-1

access: closed

type: Journal Article

metadata version: 2025-08-05

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Muhammad Jaffri Mohd Nasir, R. Nazim Khan, Gopalan M. Nair, Darfiana Nur:
Coordinate gradient descent algorithm in adaptive LASSO for pure ARCH and pure GARCH models. Comput. Stat. 40(7): 3527-3561 (2025)

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