ARMAr-LASSO: Mitigating the Impact of Predictor Serial Correlation on the LASSO

Fuente: arXiv

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Bibliographic Details
Main Authors:	Tonini, Simone, Chiaromonte, Francesca, Giovannelli, Alessandro
Format:	Preprint
Published:	2024
Subjects:	Statistics Theory
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2408.09288