LASSO-TYPE ESTIMATIONS FOR THRESHOLD AUTOREGRESSIVE AND HETEROSCEDASTIC TIME SERIES MODELS - Muhammad Jaffri Mohd Nasir; Darfiana Nur, Dr.; Gopalan Nair, Dr.; R. Nazim Khan, Dr.; The University of Western Australia. Department of Mathematics and Statistics (2020)
Thesis Collections.
Thesis PhD.
Bibliography : pages 230-250.
Keywords: Heteroscedasticity Model; Autoregressive Model; LASSO-type.; Least Absolute Shrinkage and Selection Operator (LASSO).; Libraries -- Special collections -- Dissertation, Academic