The following pages link to (Q4637041):
Displaying 14 items.
- 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)
- Finite time identification in unstable linear systems (Q1716481) (← links)
- Regularized joint estimation of related vector autoregressive models (Q2002726) (← links)
- Bootstrap based inference for sparse high-dimensional time series models (Q2040070) (← links)
- Confidence intervals for parameters in high-dimensional sparse vector autoregression (Q2076143) (← 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)
- (Q4969185) (← links)
- Fast and Scalable Algorithm for Detection of Structural Breaks in Big VAR Models (Q5083365) (← links)
- (Q5148950) (← links)
- High-Dimensional Posterior Consistency in Bayesian Vector Autoregressive Models (Q5231502) (← links)
- The EAS approach for graphical selection consistency in vector autoregression models (Q6059467) (← links)
- Collective Anomaly Detection in High-Dimensional Var Models (Q6069887) (← links)
