Performance bounds for parameter estimates of high-dimensional linear models with correlated errors (Q5965327)
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scientific article; zbMATH DE number 6549024
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Performance bounds for parameter estimates of high-dimensional linear models with correlated errors |
scientific article; zbMATH DE number 6549024 |
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Performance bounds for parameter estimates of high-dimensional linear models with correlated errors (English)
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3 March 2016
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consistency
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dependence-adjusted norm
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exponential inequality
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functional and predictive dependence measures
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high-dimensional time series
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impulse response function
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Nagaev inequality
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predictive persistence
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support recovery
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