Regularized estimation in sparse high-dimensional time series models (Q127754): Difference between revisions
From MaRDI portal
Normalize DOI. |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1214/15-AOS1315 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1214/15-AOS1315 / rank | |||
Normal rank | |||
Latest revision as of 11:43, 9 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Regularized estimation in sparse high-dimensional time series models |
scientific article |
Statements
43
0 references
4
0 references
1 August 2015
0 references
5 August 2015
0 references
Regularized estimation in sparse high-dimensional time series models (English)
0 references
high-dimensional time series
0 references
stochastic regression
0 references
vector autoregression
0 references
covariance estimation
0 references
lasso
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
