High-dimensional structure learning of sparse vector autoregressive models using fractional marginal pseudo-likelihood (Q2058896): Difference between revisions
From MaRDI portal
Latest revision as of 10:56, 27 July 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
