3 problems

Let the error process satisfy … Consider the working model for $y_t$ and the corresponding estimation based on the residualized predictors $\mathbf{x}$, including cases in which th…

Let $p$ denote the number of covariates and $n$ the sample size. Under the Ridge adjustment, suppose the scaling assumptions include … and … where $\delta_n$ is the maximum covaria…

Let $\hat{\boldsymbol{\beta}}_{l_0}(\gamma_0)$ and $\hat{\boldsymbol{\beta}}_{l_1}(\gamma_1)$ be the $l_0$ and $l_1$ penalized regression estimators, respectively, with tuning para…