Regularized estimation in sparse high-dimensional time series models (Q127754): Difference between revisions

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-.1214/15-aos1315
@@ Property / DOI: 10.1214/15-aos1315 / rank @@
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+August 2015Timestamp +2015-08-05T00:00:00Z
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++2015-08-05T00:00:00Z
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@@ Property / publication date: 5 August 2015 / rank @@
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@@ Property / author @@
+Sumanta Basu
@@ Property / author: Sumanta Basu / rank @@
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@@ Property / author @@
+George Michailidis
@@ Property / author: George Michailidis / rank @@
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@@ Property / title @@
+Regularized estimation in sparse high-dimensional time series models (English)
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@@ Property / zbMATH Open document ID @@
+.62067
@@ Property / zbMATH Open document ID: 1317.62067 / rank @@
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@@ Property / full work available at URL @@
+https://arxiv.org/abs/1311.4175
@@ Property / full work available at URL: https://arxiv.org/abs/1311.4175 / rank @@
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@@ Property / full work available at URL @@
+https://projecteuclid.org/euclid.aos/1434546214
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@@ Property / Mathematics Subject Classification ID @@
+M10
@@ Property / Mathematics Subject Classification ID: 62M10 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+J99
@@ Property / Mathematics Subject Classification ID: 62J99 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+M15
@@ Property / Mathematics Subject Classification ID: 62M15 / rank @@
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@@ Property / zbMATH DE Number @@
+6470429
@@ Property / zbMATH DE Number: 6470429 / rank @@
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@@ Property / zbMATH Keywords @@
+high-dimensional time series
@@ Property / zbMATH Keywords: high-dimensional time series / rank @@
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@@ Property / zbMATH Keywords @@
+stochastic regression
@@ Property / zbMATH Keywords: stochastic regression / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+vector autoregression
@@ Property / zbMATH Keywords: vector autoregression / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+covariance estimation
@@ Property / zbMATH Keywords: covariance estimation / rank @@
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@@ Property / zbMATH Keywords @@
+lasso
@@ Property / zbMATH Keywords: lasso / rank @@
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+Q98839742
@@ Property / Wikidata QID: Q98839742 / rank @@
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@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / arXiv ID @@
+.4175
@@ Property / arXiv ID: 1311.4175 / rank @@
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@@ Property / cites work @@
+Regularized estimation in sparse high-dimensional time series models
+Normal rank
@@ Property / cites work @@
+Covariance regularization by thresholding
@@ Property / cites work: Covariance regularization by thresholding / rank @@
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@@ Property / cites work @@
+Simultaneous analysis of Lasso and Dantzig selector
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@@ Property / cites work @@
+Covariance and precision matrix estimation for high-dimensional time series
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+Infinite-dimensional VARs and factor models
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+Covariance matrix estimation for stationary time series
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@@ Property / DOI @@
+.1214/15-AOS1315
@@ Property / DOI: 10.1214/15-AOS1315 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:127754