Active-set based block coordinate descent algorithm in group LASSO for self-exciting threshold autoregressive model.

Autor: Nasir, Muhammad Jaffri Mohd1 (AUTHOR) jaffri.mn@umk.edu.my, Khan, Ramzan Nazim2 (AUTHOR), Nair, Gopalan2 (AUTHOR), Nur, Darfiana2 (AUTHOR)
Zdroj: Statistical Papers. Jul2024, Vol. 65 Issue 5, p2973-3006. 34p.
Databáze: Business Source Ultimate
Externí odkaz: