Regularized estimation in sparse high-dimensional time series models (Q127754): Difference between revisions
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| Property / DOI: 10.1214/15-AOS1315 / rank | |||
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| Property / Wikidata QID: Q98839742 / rank | |||
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| Property / arXiv ID: 1311.4175 / rank | |||
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Latest revision as of 08:04, 19 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Regularized estimation in sparse high-dimensional time series models |
scientific article |
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1 August 2015
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5 August 2015
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Regularized estimation in sparse high-dimensional time series models (English)
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high-dimensional time series
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stochastic regression
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vector autoregression
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covariance estimation
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lasso
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