Rate-optimal robust estimation of high-dimensional vector autoregressive models (Q6117053)
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scientific article; zbMATH DE number 7714183
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Rate-optimal robust estimation of high-dimensional vector autoregressive models |
scientific article; zbMATH DE number 7714183 |
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Rate-optimal robust estimation of high-dimensional vector autoregressive models (English)
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19 July 2023
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autocovariance
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high-dimensional time series
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minimax optimal
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robust statistics
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truncation
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