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Active-set based block coordinate descent algorithm in group LASSO for self-exciting threshold autoregressive model

Crossref DOI link: https://doi.org/10.1007/s00362-023-01472-7

Published Online: 2023-12-09

Published Print: 2024-07

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

Nasir, Muhammad Jaffri Mohd https://orcid.org/0000-0001-9423-0218
Khan, Ramzan Nazim https://orcid.org/0000-0003-3349-5006
Nair, Gopalan https://orcid.org/0000-0003-3883-4986
Nur, Darfiana https://orcid.org/0000-0002-7690-1097
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Text and Data Mining valid from 2023-12-09

Version of Record valid from 2023-12-09
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Article History

Received: 16 September 2022

Revised: 3 May 2023

First Online: 9 December 2023