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

Young Joo Yoon, Sooyong Lee, Taewook Lee (2017)

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DOI: 10.1080/03610918.2015.1096372

access: closed

type: Journal Article

metadata version: 2020-05-10

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Young Joo Yoon, Sooyong Lee, Taewook Lee:
Adaptive LASSO for linear regression models with ARMA-GARCH errors. Commun. Stat. Simul. Comput. 46(5): 3479-3490 (2017)

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