Muhammad Jaffri Mohd Nasir Gopalan Nair Ramzan Nazim Khan Darfiana Nur

Source Themes

Coordinate Gradient Descent Algorithm in adaptive LASSO for pure ARCH and pure GARCH Models

Computational Statistics, 40, Pg. 3527–3561

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Adaptive LASSO with Coordinate Gradient Descent Algorithm for M-BEKK-ARCH(q)

AIP Conference Proceedings, 3128, 080001

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Active-Set Based Block Coordinate Descent Algorithm in Group LASSO for Self-Exciting Threshold Autoregressive Model

Statistical Papers, 65, 2973–3006

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