Pages that link to "Item:Q127754"
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The following pages link to Regularized estimation in sparse high-dimensional time series models (Q127754):
Displaying 50 items.
- sparsevar (Q43165) (← links)
- Lasso Inference for High-Dimensional Time Series (Q95760) (← links)
- Penalized Estimation and Forecasting of Multiple Subject Intensive Longitudinal Data (Q107040) (← links)
- Autoregressive models for matrix-valued time series (Q109413) (← links)
- Regularized estimation in sparse high-dimensional time series models (Q127754) (← links)
- On model selection from a finite family of possibly misspecified time series models (Q666592) (← links)
- Strong selection consistency of Bayesian vector autoregressive models based on a pseudo-likelihood approach (Q820793) (← links)
- Lasso-driven inference in time and space (Q820826) (← links)
- Estimation of linear functional of large spectral density matrix and application to Whittle's approach (Q825341) (← links)
- High dimensional regression for regenerative time-series: an application to road traffic modeling (Q830094) (← links)
- \(\ell_1\)-regularization of high-dimensional time-series models with non-Gaussian and heteroskedastic errors (Q898600) (← links)
- Penalised inference for lagged dependent regression in the presence of autocorrelated residuals (Q1640650) (← links)
- Sparse vector Markov switching autoregressive models. Application to multivariate time series of temperature (Q1658459) (← links)
- Sparse seasonal and periodic vector autoregressive modeling (Q1658508) (← links)
- Finite time identification in unstable linear systems (Q1716481) (← links)
- Determination of vector error correction models in high dimensions (Q1739869) (← links)
- Variable screening for high dimensional time series (Q1746535) (← links)
- Sparse inference of the drift of a high-dimensional Ornstein-Uhlenbeck process (Q1755107) (← links)
- Regularized joint estimation of related vector autoregressive models (Q2002726) (← links)
- Inference under Fine-Gray competing risks model with high-dimensional covariates (Q2008618) (← links)
- Sparse space-time models: concentration inequalities and Lasso (Q2028941) (← links)
- Lasso estimation for spherical autoregressive processes (Q2029797) (← links)
- Stochastic approximation: from statistical origin to big-data, multidisciplinary applications (Q2038304) (← links)
- Bootstrap based inference for sparse high-dimensional time series models (Q2040070) (← links)
- Boosting high dimensional predictive regressions with time varying parameters (Q2043255) (← links)
- Estimating change-point latent factor models for high-dimensional time series (Q2059427) (← links)
- High-dimensional inference for linear model with correlated errors (Q2075037) (← links)
- Variational Bayesian inference for network autoregression models (Q2076106) (← links)
- Confidence intervals for parameters in high-dimensional sparse vector autoregression (Q2076143) (← links)
- Vector autoregressive models with spatially structured coefficients for time series on a spatial grid (Q2084432) (← links)
- High dimensional generalized linear models for temporal dependent data (Q2108473) (← links)
- On consistency and sparsity for high-dimensional functional time series with application to autoregressions (Q2108488) (← links)
- NetVIX -- a network volatility index of financial markets (Q2116552) (← links)
- Sparse vector heterogeneous autoregressive modeling for realized volatility (Q2132003) (← links)
- Finite sample theory for high-dimensional functional/scalar time series with applications (Q2136615) (← links)
- Penalized estimation of threshold auto-regressive models with many components and thresholds (Q2136665) (← links)
- Ridge regression revisited: debiasing, thresholding and bootstrap (Q2148980) (← links)
- Change points detection and parameter estimation for multivariate time series (Q2153567) (← links)
- Nonconcave penalized estimation in sparse vector autoregression model (Q2180066) (← links)
- Lasso guarantees for \(\beta \)-mixing heavy-tailed time series (Q2196212) (← links)
- Model selection for high-dimensional linear regression with dependent observations (Q2215720) (← links)
- Hypothesis testing for high-dimensional time series via self-normalization (Q2215757) (← links)
- On Dantzig and Lasso estimators of the drift in a high dimensional Ornstein-Uhlenbeck model (Q2219216) (← links)
- Regularized bridge-type estimation with multiple penalties (Q2230875) (← links)
- Data science, big data and statistics (Q2273155) (← links)
- Forecasting mortality rate improvements with a high-dimensional VAR (Q2273994) (← links)
- Time series modeling on dynamic networks (Q2283569) (← links)
- Testing for high-dimensional network parameters in auto-regressive models (Q2283570) (← links)
- On testing for high-dimensional white noise (Q2284378) (← links)
- Joint convergence of sample autocovariance matrices when \(p/n\to 0\) with application (Q2284381) (← links)
