Browsing All of EconStor by Author Zbonakova, Lenka
Showing results 1 to 4 of 4
Year of Publication | Title | Author(s) |
2016 | Time varying quantile Lasso | Zbonakova, Lenka; Härdle, Wolfgang Karl; Wang, Weining |
2017 | Penalized adaptive method in forecasting with large information set and structure change | Li, Xinjue; Zbonakova, Lenka; Härdle, Wolfgang Karl |
2018 | Towards the interpretation of time-varying regularization parameters in streaming penalized regression models | Zbonakova, Lenka; Pio Monti, Ricardo; Härdle, Wolfgang Karl |
2018 | Penalized Adaptive Forecasting with Large Information Sets and Structural Changes | Zbonakova, Lenka; Li, Xinjue; Härdle, Wolfgang Karl |