In this paper we consider the asymptotic properties of least squares estimators of the parameters of linear and nonlinear ARMAX models under data heterogeneity, where we allow the X-variables to be ...

The result of such nonlinear non-reciprocal interactions is the coexistence of run-and-chase dynamics and phase separation. Moreover, since the role of the two species can reverse dynamically, the ...

We propose a multivariate sparse group lasso variable selection and estimation method for data with highdimensional predictors as well as high-dimensional response variables. The method is carried out ...