High-dimensional structure learning of sparse vector autoregressive models using fractional marginal pseudo-likelihood (Q2058896): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q942894 |
Changed an Item |
||
(3 intermediate revisions by 3 users not shown) | |||
Property / author | |||
Property / author: Ying-Ying Xu / rank | |||
Normal rank | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W3097264277 / rank | |||
Normal rank | |||
Property / arXiv ID | |||
Property / arXiv ID: 2011.01484 / rank | |||
Normal rank |
Latest revision as of 01:30, 19 April 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | High-dimensional structure learning of sparse vector autoregressive models using fractional marginal pseudo-likelihood |
scientific article |
Statements
High-dimensional structure learning of sparse vector autoregressive models using fractional marginal pseudo-likelihood (English)
0 references
10 December 2021
0 references
vector autoregression
0 references
pseudo-likelihood
0 references
fractional marginal likelihood
0 references
Gaussian graphical models
0 references
multivariate time series
0 references