Wong, Kam Chung; Li, Zifan; Tewari, Ambuj Lasso guarantees for \(\beta \)-mixing heavy-tailed time series. (English) Zbl 1450.62117 Ann. Stat. 48, No. 2, 1124-1142 (2020). MSC: 62M10 62J07 62G32 62N05 PDFBibTeX XMLCite \textit{K. C. Wong} et al., Ann. Stat. 48, No. 2, 1124--1142 (2020; Zbl 1450.62117) Full Text: DOI arXiv Euclid
Alquier, Pierre; Marie, Nicolas Matrix factorization for multivariate time series analysis. (English) Zbl 1442.62195 Electron. J. Stat. 13, No. 2, 4346-4366 (2019). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 62M10 62H25 62H12 62G08 93E14 60G35 60B20 15B52 PDFBibTeX XMLCite \textit{P. Alquier} and \textit{N. Marie}, Electron. J. Stat. 13, No. 2, 4346--4366 (2019; Zbl 1442.62195) Full Text: DOI arXiv Euclid
Dedecker, Jérôme; Doukhan, Paul; Fan, Xiequan Deviation inequalities for separately Lipschitz functionals of composition of random functions. (English) Zbl 1479.60041 J. Math. Anal. Appl. 479, No. 2, 1549-1568 (2019). MSC: 60E15 60J10 62M10 PDFBibTeX XMLCite \textit{J. Dedecker} et al., J. Math. Anal. Appl. 479, No. 2, 1549--1568 (2019; Zbl 1479.60041) Full Text: DOI arXiv
Perrot-Dockès, Marie; Lévy-Leduc, Céline; Sansonnet, Laure; Chiquet, Julien Variable selection in multivariate linear models with high-dimensional covariance matrix estimation. (English) Zbl 1499.62180 J. Multivariate Anal. 166, 78-97 (2018). MSC: 62H12 62J07 62F12 PDFBibTeX XMLCite \textit{M. Perrot-Dockès} et al., J. Multivariate Anal. 166, 78--97 (2018; Zbl 1499.62180) Full Text: DOI arXiv
Yoon, Young Joo; Lee, Sooyong; Lee, Taewook Adaptive Lasso for linear regression models with ARMA-GARCH errors. (English) Zbl 1368.62199 Commun. Stat., Simulation Comput. 46, No. 5, 3479-3490 (2017). MSC: 62J05 62J07 62F10 PDFBibTeX XMLCite \textit{Y. J. Yoon} et al., Commun. Stat., Simulation Comput. 46, No. 5, 3479--3490 (2017; Zbl 1368.62199) Full Text: DOI
Medeiros, Marcelo C.; Mendes, Eduardo F. \(\ell_1\)-regularization of high-dimensional time-series models with non-Gaussian and heteroskedastic errors. (English) Zbl 1390.62179 J. Econom. 191, No. 1, 255-271 (2016). MSC: 62M10 62J07 91B84 PDFBibTeX XMLCite \textit{M. C. Medeiros} and \textit{E. F. Mendes}, J. Econom. 191, No. 1, 255--271 (2016; Zbl 1390.62179) Full Text: DOI
Lee, Taewook; Park, Cheolwoo; Yoon, Young Joo Bridge estimation for linear regression models with mixing properties. (English) Zbl 1334.62116 Aust. N. Z. J. Stat. 56, No. 3, 283-302 (2014). MSC: 62J05 62J07 62M05 62M10 PDFBibTeX XMLCite \textit{T. Lee} et al., Aust. N. Z. J. Stat. 56, No. 3, 283--302 (2014; Zbl 1334.62116) Full Text: DOI
Kaul, Abhishek Lasso with long memory regression errors. (English) Zbl 1365.62279 J. Stat. Plann. Inference 153, 11-26 (2014). MSC: 62J07 62G08 62G20 PDFBibTeX XMLCite \textit{A. Kaul}, J. Stat. Plann. Inference 153, 11--26 (2014; Zbl 1365.62279) Full Text: DOI
Yoon, Young Joo; Park, Cheolwoo; Lee, Taewook Penalized regression models with autoregressive error terms. (English) Zbl 1453.62585 J. Stat. Comput. Simulation 83, No. 9, 1756-1772 (2013). MSC: 62J07 62J05 62-08 62G20 PDFBibTeX XMLCite \textit{Y. J. Yoon} et al., J. Stat. Comput. Simulation 83, No. 9, 1756--1772 (2013; Zbl 1453.62585) Full Text: DOI