Sparse transition matrix estimation for high-dimensional and locally stationary vector autoregressive models (Q2412259): Difference between revisions
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Latest revision as of 05:41, 19 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sparse transition matrix estimation for high-dimensional and locally stationary vector autoregressive models |
scientific article |
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Sparse transition matrix estimation for high-dimensional and locally stationary vector autoregressive models (English)
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23 October 2017
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vector autoregression
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time-varying parameters
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locally stationary processes
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kernel smoothing
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high-dimension
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sparsity
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