Pages that link to "Item:Q898600"

The following pages link to \(\ell_1\)-regularization of high-dimensional time-series models with non-Gaussian and heteroskedastic errors (Q898600):

Displaying 28 items.

• Lasso Inference for High-Dimensional Time Series (Q95760) (← links)
• Penalized Estimation and Forecasting of Multiple Subject Intensive Longitudinal Data (Q107040) (← links)
• An Automated Approach Towards Sparse Single-Equation Cointegration Modelling (Q136150) (← links)
• Variable screening for high dimensional time series (Q1746535) (← 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 LASSO for predictive regression (Q2155298) (← links)
• Lasso guarantees for \(\beta \)-mixing heavy-tailed time series (Q2196212) (← links)
• Penalized averaging of parametric and non-parametric quantile forecasts (Q2196656) (← links)
• Modified LASSO estimators for time series regression models with dependent disturbances (Q2220306) (← links)
• Detecting groups in large vector autoregressions (Q2236879) (← links)
• Predictive analytics for customer repurchase: interdisciplinary integration of buy till you die modeling and machine learning (Q2242311) (← links)
• Testing for high-dimensional network parameters in auto-regressive models (Q2283570) (← links)
• Order selection for possibly infinite-order non-stationary time series (Q2324319) (← links)
• Variable selection and forecasting via automated methods for linear models: LASSO/adaLASSO and Autometrics (Q5083965) (← links)
• Regularized estimation of high‐dimensional vector autoregressions with weakly dependent innovations (Q5095824) (← links)
• Quantile Estimation of Regression Models with GARCH-X Errors (Q5155187) (← links)
• Oracle M‐Estimation for Time Series Models (Q5346585) (← links)
• Adaptive LASSO estimation for ARDL models with GARCH innovations (Q5864640) (← links)
• Counterfactual Analysis With Artificial Controls: Inference, High Dimensions, and Nonstationarity (Q5881962) (← links)
• The EAS approach for graphical selection consistency in vector autoregression models (Q6059467) (← links)
• Predictive quantile regression with mixed roots and increasing dimensions: the ALQR approach (Q6090583) (← links)
• Time-varying forecast combination for high-dimensional data (Q6090590) (← links)
• Testing stochastic dominance with many conditioning variables (Q6108264) (← links)
• Directed graphs and variable selection in large vector autoregressive models (Q6135342) (← links)
• Sparse generalized Yule-Walker estimation for large spatio-temporal autoregressions with an application to NO\(_2\) satellite data (Q6150502) (← links)
• Forward-selected panel data approach for program evaluation (Q6163247) (← links)
• Estimation and variable selection for high-dimensional spatial dynamic panel data models (Q6193062) (← links)