Type of Publication: Article in Journal

Iteratively reweighted adaptive lasso for conditional heteroscedastic time series with applications to AR-ARCH type processes

Author(s):

Ziel, Florian

Title of Journal:

Computational Statistics & Data Analysis

Volume (Publication Date):

100 (2016)

pages:

773-793

Digital Object Identifier (DOI):

doi:10.1016/j.csda.2015.11.016

Link to complete version:

http://www.sciencedirect.com/science/article/pii/S0167947315002996

Citation:

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