Open AccessSparse vector heterogeneous autoregressive model with nonconvex penalties
Author(s) -
Andrew Jaeho Shin,
Minsu Park,
Changryong Baek
Publication year - 2022
Publication title -
communications for statistical applications and methods
Language(s) - Uncategorized
Resource type - Journals
SCImago Journal Rank - 0.326
H-Index - 6
eISSN - 2383-4757
pISSN - 2287-7843
DOI - 10.29220/csam.2022.29.1.733
Subject(s) - autoregressive model , star model , mathematics , setar , econometrics , nonlinear autoregressive exogenous model , computer science , statistics , autoregressive integrated moving average , time series
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