Confidence intervals for parameters in high-dimensional sparse vector autoregression (Q2076143)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Confidence intervals for parameters in high-dimensional sparse vector autoregression |
scientific article |
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Confidence intervals for parameters in high-dimensional sparse vector autoregression (English)
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18 February 2022
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bootstrap
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de-biased Lasso
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de-sparsified Lasso
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Granger causality
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high-dimensional time series
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