Penalized quasi-likelihood estimation and model selection with parameters on the boundary of the parameter space
Year of publication: |
2024
|
---|---|
Authors: | Bohn Nielsen, Heino ; Rahbek, Anders |
Subject: | Inference on the boundary | penalized likelihood | ARCH models | LASSO | SCAD | Schätztheorie | Estimation theory | ARCH-Modell | ARCH model |
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