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

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Bibliographic Details
Main Author: Muhammad Jaffri Mohd Nasir
Format: UMK Etheses
Language:English
Published: 2020
Online Access:http://discol.umk.edu.my/id/eprint/10751/
http://discol.umk.edu.my/id/eprint/10751/1/Muhammad%20Jaffri%20Mohd%20Nasir.pdf
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id my-umk-ep.10751
record_format uketd_dc
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institution Universiti Malaysia Kelantan
collection UMK Digital Special Collection
language English
format UMK Etheses
author Muhammad Jaffri Mohd Nasir
spellingShingle Muhammad Jaffri Mohd Nasir
LASSO-type estimations for threshold autoregressive and heteroscedastic time series models.
author_facet Muhammad Jaffri Mohd Nasir
author_sort Muhammad Jaffri Mohd Nasir
title LASSO-type estimations for threshold autoregressive and heteroscedastic time series models.
title_short LASSO-type estimations for threshold autoregressive and heteroscedastic time series models.
title_full LASSO-type estimations for threshold autoregressive and heteroscedastic time series models.
title_fullStr LASSO-type estimations for threshold autoregressive and heteroscedastic time series models.
title_full_unstemmed LASSO-type estimations for threshold autoregressive and heteroscedastic time series models.
title_sort lasso-type estimations for threshold autoregressive and heteroscedastic time series models.
publishDate 2020
url http://discol.umk.edu.my/id/eprint/10751/
http://discol.umk.edu.my/id/eprint/10751/1/Muhammad%20Jaffri%20Mohd%20Nasir.pdf
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