Uncertain Threshold Autoregressive Model via LASSO Procedure

Shangfeng Zeng, Haoxuan Li, Xiangfeng Yang. Uncertain Threshold Autoregressive Model via LASSO Procedure. J. Uncertain Syst., 15(4), December 2022. [doi]

@article{ZengLY22-0,
  title = {Uncertain Threshold Autoregressive Model via LASSO Procedure},
  author = {Shangfeng Zeng and Haoxuan Li and Xiangfeng Yang},
  year = {2022},
  month = {December},
  doi = {10.1142/S1752890922430061},
  url = {https://doi.org/10.1142/S1752890922430061},
  researchr = {https://researchr.org/publication/ZengLY22-0},
  cites = {0},
  citedby = {0},
  journal = {J. Uncertain Syst.},
  volume = {15},
  number = {4},
}