Valentina CORRADI (University of Surrey)”Sparsity Tests for High-Dimensional Linear Regression Models in Time Series”
Finance-Insurance Time: 11.00 am Date: 13th of March 2024 Room 3001 Valentina CORRADI (University of Surrey)"Sparsity Tests for High-Dimensional Linear Regression Models in Time Series" Abstract :Penalised Regression methods and in particular the Least Absolute Shrinkage and Selection Operator (LASSO) have become an integral part of modern-day time series analysis. As the performance of LASSO […]