Pages that link to "Item:Q494169"
From MaRDI portal
The following pages link to Oracle inequalities for high dimensional vector autoregressions (Q494169):
Displayed 33 items.
- Penalized Estimation and Forecasting of Multiple Subject Intensive Longitudinal Data (Q107040) (← links)
- Autoregressive models for matrix-valued time series (Q109413) (← links)
- An Automated Approach Towards Sparse Single-Equation Cointegration Modelling (Q136150) (← links)
- Lasso-driven inference in time and space (Q820826) (← 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)
- Sparse seasonal and periodic vector autoregressive modeling (Q1658508) (← links)
- Determination of vector error correction models in high dimensions (Q1739869) (← links)
- Variable screening for high dimensional time series (Q1746535) (← links)
- Sparse space-time models: concentration inequalities and Lasso (Q2028941) (← links)
- Bootstrap based inference for sparse high-dimensional time series models (Q2040070) (← links)
- Boosting high dimensional predictive regressions with time varying parameters (Q2043255) (← links)
- Confidence intervals for parameters in high-dimensional sparse vector autoregression (Q2076143) (← 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)
- On LASSO for predictive regression (Q2155298) (← links)
- Lasso guarantees for \(\beta \)-mixing heavy-tailed time series (Q2196212) (← links)
- Modified LASSO estimators for time series regression models with dependent disturbances (Q2220306) (← links)
- Detecting groups in large vector autoregressions (Q2236879) (← links)
- Time series modeling on dynamic networks (Q2283569) (← links)
- Variable selection with spatially autoregressive errors: a generalized moments Lasso estimator (Q2297950) (← links)
- Generalized high-dimensional trace regression via nuclear norm regularization (Q2323374) (← links)
- Time series graphical Lasso and sparse VAR estimation (Q2674503) (← links)
- CONSISTENT AND CONSERVATIVE MODEL SELECTION WITH THE ADAPTIVE LASSO IN STATIONARY AND NONSTATIONARY AUTOREGRESSIONS (Q2786685) (← links)
- The Doubly Adaptive LASSO for Vector Autoregressive Models (Q4976476) (← links)
- Sparsity concepts and estimation procedures for high‐dimensional vector autoregressive models (Q5012853) (← links)
- Automated Estimation of Heavy-Tailed Vector Error Correction Models (Q5041351) (← links)
- Regularized estimation of high‐dimensional vector autoregressions with weakly dependent innovations (Q5095824) (← links)
- Adaptive Lasso for vector Multiplicative Error Models (Q5121495) (← links)
- Oracle Inequalities for Convex Loss Functions with Nonlinear Targets (Q5864505) (← links)
- Forecasting Macroeconomic Variables Using Neural Network Models and Three Automated Model Selection Techniques (Q5864520) (← links)
- Adaptive LASSO estimation for ARDL models with GARCH innovations (Q5864640) (← links)
- Performance bounds for parameter estimates of high-dimensional linear models with correlated errors (Q5965327) (← links)