Lasso Inference for High-Dimensional Time Series (Q95760): Difference between revisions

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+Non-strong mixing autoregressive processes
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+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
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+Uniformly valid confidence intervals post-model-selection
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+Regularized estimation in sparse high-dimensional time series models
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+Sparse Models and Methods for Optimal Instruments With an Application to Eminent Domain
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+Program Evaluation and Causal Inference With High-Dimensional Data
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+Inference on Treatment Effects after Selection among High-Dimensional Controls
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+Valid post-selection inference
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+A justification of conditional confidence intervals
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+Simultaneous analysis of Lasso and Dantzig selector
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+Boosting for high-dimensional linear models
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+Statistics for high-dimensional data. Methods, theory and applications.
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+Sparsity oracle inequalities for the Lasso
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+Extended BIC for small-n-large-P sparse GLM
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+Double/debiased machine learning for treatment and structural parameters
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+Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors
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+Comparison and anti-concentration bounds for maxima of Gaussian random vectors
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+Inference on Causal and Structural Parameters using Many Moment Inequalities
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+Lasso-driven inference in time and space
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+Establishing conditions for the functional central limit theorem in nonlinear and semiparametric time series processes.
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+Forecasting using a large number of predictors: is Bayesian shrinkage a valid alternative to principal components?
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+High-dimensional simultaneous inference with the bootstrap
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+Estimation and testing under sparsity. École d'Été de Probabilités de Saint-Flour XLV -- 2015
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+On the asymptotic variance of the debiased Lasso
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+On asymptotically optimal confidence regions and tests for high-dimensional models
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+BLOCK BOOTSTRAP HAC ROBUST TESTS: THE SOPHISTICATION OF THE NAIVE BOOTSTRAP
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+Persistene in high-dimensional linear predictor-selection and the virtue of overparametrization
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+GARCH (1,1) processes are near epoch dependent
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+Least angle and \(\ell _{1}\) penalized regression: a review
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+Subset selection for vector autoregressive processes using Lasso
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+Q3543468
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+Confidence Intervals and Hypothesis Testing for High-Dimensional Regression
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+Oracle inequalities for high dimensional vector autoregressions
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+Bootstrap based inference for sparse high-dimensional time series models
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+On the range of validity of the autoregressive sieve bootstrap
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+Exact post-selection inference, with application to the Lasso
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+MODEL SELECTION AND INFERENCE: FACTS AND FICTION
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+Sparse estimators and the oracle property, or the return of Hodges' estimator
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+Regularized estimation of high‐dimensional vector autoregressions with weakly dependent innovations
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+A maximal inequality and dependent strong laws
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+\(\ell_1\)-regularization of high-dimensional time-series models with non-Gaussian and heteroskedastic errors
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+Lasso-type recovery of sparse representations for high-dimensional data
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+Autoregressive process modeling via the Lasso procedure
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+A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
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+Asymptotics of the principal components estimator of large factor models with weakly influential factors
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+Asymptotics for linear processes
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+Q4864293
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+Asymptotic Statistics
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+A Survey of <i>L</i><sub>1</sub> Regression
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+Regression coefficient and autoregressive order shrinkage and selection via the lasso
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+Lasso guarantees for \(\beta \)-mixing heavy-tailed time series
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+Nonlinear system theory: Another look at dependence
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+Performance bounds for parameter estimates of high-dimensional linear models with correlated errors
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+Gaussian approximation for high dimensional vector under physical dependence
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+The sparsity and bias of the LASSO selection in high-dimensional linear regression
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+Gaussian approximation for high dimensional time series
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+Confidence Intervals for Low Dimensional Parameters in High Dimensional Linear Models
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