Oracle inequalities for high dimensional vector autoregressions (Q494169)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Oracle inequalities for high dimensional vector autoregressions |
scientific article |
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Oracle inequalities for high dimensional vector autoregressions (English)
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31 August 2015
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VAR
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Lasso
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adaptive Lasso
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oracle inequality
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high-dimensional data
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