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20162025
most citedConsistent Estimation of the High-Dimensional Efficient Frontier

3 citations · 3 across the 2 of their papers we have counts for

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stat.CO2025

Estimation of Spatial and Temporal Autoregressive Effects using LASSO - An Example of Hourly Particulate Matter Concentrations

Elkanah Nyabuto, Philipp Otto, Yarema Okhrin

We present an estimation procedure of spatial and temporal effects in spatiotemporal autoregressive panel data models using the Least Absolute Shrinkage and Selection Operator, LAS…