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stat.ME2022
Variable selection in sparse multivariate GLARMA models: Application to germination control by environment
M. Gomtsyan, C. Lévy-Leduc, S. Ouadah +3
We propose a novel and efficient iterative two-stage variable selection approach for multivariate sparse GLARMA models, which can be used for modelling multivariate discrete-valued…
stat.ME2022
Variable selection in sparse GLARMA models
Marina Gomtsyan, Céline Lévy-Leduc, Sarah Ouadah +2
In this paper, we propose a novel and efficient two-stage variable selection approach for sparse GLARMA models, which are pervasive for modeling discrete-valued time series. Our ap…