FinCovRegularization

MaRDI QIDQ26753swMATHCRANFDO

Authors Fangzhu Lin, Yachen Yan

Last update 25 April 2016

Copyright license GNU General Public License, version 2.0

Software version identifier 1.1.0

Official website https://cran.r-project.org/web/packages/FinCovRegularization/index.html

Source code repository https://github.com/cran/FinCovRegularization

Cited in

(5)

• Bootstrap based inference for sparse high-dimensional time series models
• High-dimensional covariance estimation
• PDSCE
• bspcov
• Structural inference in sparse high-dimensional vector autoregressions

This page was built for software: FinCovRegularization