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LASSO-type estimations for threshold autoregressive and heteroscedastic time series models.

In this thesis, we propose Least Absolute Shrinkage and Selection Operator (LASSO) type estimators to perform simultaneous parameter estimation and model selection for five specific univariate and multivariate time series models, and develop several algorithms to compute these estimators. The fi...

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書目詳細資料
主要作者:	Muhammad Jaffri Mohd Nasir
格式:	UMK Etheses
語言:	English
出版:	2020
在線閱讀:	http://discol.umk.edu.my/id/eprint/10751/1/Muhammad%20Jaffri%20Mohd%20Nasir.pdf http://discol.umk.edu.my/id/eprint/10751/
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