LASSO estimation for spherical autoregressive processes
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DOI: 10.1016/j.spa.2021.03.009
Abstract: The purpose of the present paper is to investigate on a class of spherical functional autoregressive processes in order to introduce and study LASSO (Least Absolute Shrinkage and Selection Operator) type estimators for the corresponding… read more here.
Keywords: lasso estimation; spherical autoregressive; autoregressive processes; estimation spherical ... See more keywords