Tag Methodology
Fractional Gaussian noise (fGn) is a crucial concept in the field of stochastic processes, particularly in modeling anti-persistent or persistent dependency structures within time series data. This article delves into the research conducted by Sigrunn Holbek S∅rbye and H∅vard Rue,… Continue Reading →
Complex data often requires sophisticated statistical models to extract meaningful insights and predictions. In the world of high-dimensional linear models, where the number of predictors exceeds the number of observations, a powerful tool called the Lasso estimator has gained significant… Continue Reading →