High-dimensional structure learning of sparse vector autoregressive models using fractional marginal pseudo-likelihood (Q2058896): Difference between revisions
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Revision as of 05:42, 5 March 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)
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10 December 2021
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vector autoregression
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pseudo-likelihood
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fractional marginal likelihood
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Gaussian graphical models
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multivariate time series
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