Browsing All of EconStor by Author Mendes, Eduardo F.
Showing results 1 to 6 of 6
Year of Publication | Title | Author(s) |
2007 | ESTIMATION AND ASYMPTOTIC THEORY FOR A NEW CLASS OF MIXTURE MODELS | Mendes, Eduardo F.; Veiga, Alvaro; Medeiros, Marcelo C. |
2012 | Estimating High-Dimensional Time Series Models. | Medeiros, Marcelo C.; Mendes, Eduardo F. |
2015 | l1-Regularization of High-Dimensional Time-Series Models with Flexible Innovations | Medeiros, Marcelo C.; Mendes, Eduardo F. |
2015 | Adaptative LASSO estimation for ARDL models with GARCH innovations | Medeiros, Marcelo C.; Mendes, Eduardo F. |
2020 | Regularized estimation of high-dimensional vector autoregressions with weakly dependent innovations | Masini, Ricardo P.; Medeiros, Marcelo C.; Mendes, Eduardo F. |
2020 | Machine learning advances for time series forecasting | Masini, Ricardo P.; Medeiros, Marcelo C.; Mendes, Eduardo F. |