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scientific article

    Statements

    author
    Fang Han
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    Huanran Lu
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    Han Liu
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    publication date
    19 February 2016
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    zbMATH Keywords
    transition matrix
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    multivariate time series
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    vector autoregressive model
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    double asymptotic framework
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    linear program
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    describes a project that uses
    glmnet
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    FinTS
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    flare
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    Identifiers

    Mathematics Subject Classification ID
    62M10
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    62H12
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    62J07
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    zbMATH DE Number
    6542854
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    arXiv ID
    1307.0293
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