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