Lasso guarantees for \(\beta \)-mixing heavy-tailed time series (Q2196212)

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Lasso guarantees for \(\beta \)-mixing heavy-tailed time series
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    Lasso guarantees for \(\beta \)-mixing heavy-tailed time series (English)
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    28 August 2020
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    time series
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    mixing
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    high-dimensional estimation
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    Lasso
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