Iteratively reweighted adaptive lasso for conditional heteroscedastic time series with applications to AR-ARCH type processes

23 February 2015

Papers citing "Iteratively reweighted adaptive lasso for conditional heteroscedastic time series with applications to AR-ARCH type processes"

4 / 4 papers shown

Title
Day-ahead electricity price forecasting with high-dimensional structures: Univariate vs. multivariate modeling frameworks F. Ziel R. Weron AI4TS 18 184 0 17 May 2018
Forecasting wind power - Modeling periodic and non-linear effects under conditional heteroscedasticity F. Ziel Carsten Croonenbroeck D. Ambach 24 78 0 02 Jun 2016
Lasso estimation for GEFCom2014 probabilistic electric load forecasting F. Ziel Bidong Liu 21 72 0 04 Mar 2016
Autoregressive Process Modeling via the Lasso Procedure Yuval Nardi Alessandro Rinaldo 73 157 0 08 May 2008