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Regularised forecasting via smooth-rough partitioning of the regression coefficients

Maeng, Hye Young and Fryzlewicz, Piotr (2019) Regularised forecasting via smooth-rough partitioning of the regression coefficients. Electronic Journal of Statistics. ISSN 1935-7524 (In Press)

[img] Text (Regularise forecasting via smooth-rough partitioning of the regression coefficients) - Accepted Version
Pending embargo until 1 January 2100.

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Item Type: Article
Additional Information: © 2019 The Authors
Divisions: Statistics
Subjects: H Social Sciences > HA Statistics
Date Deposited: 23 May 2019 16:30
Last Modified: 15 Sep 2019 23:09
URI: http://eprints.lse.ac.uk/id/eprint/100878

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