In this paper we consider the asymptotic properties of least squares estimators of the parameters of linear and nonlinear ARMAX models under data heterogeneity, where we allow the X-variables to be ...

The simplest form of regression in Python is, well, simple linear regression. With simple linear regression, you're trying to ...

We propose a multivariate sparse group lasso variable selection and estimation method for data with highdimensional predictors as well as high-dimensional response variables. The method is carried out ...