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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