Oracle inequalities for high dimensional vector autoregressions (Q494169): Difference between revisions
From MaRDI portal
Latest revision as of 16:33, 10 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Oracle inequalities for high dimensional vector autoregressions |
scientific article |
Statements
Oracle inequalities for high dimensional vector autoregressions (English)
0 references
31 August 2015
0 references
VAR
0 references
Lasso
0 references
adaptive Lasso
0 references
oracle inequality
0 references
high-dimensional data
0 references
0 references
0 references
0 references
0 references