Statistical Inference for High-Dimensional Vector Autoregression with Measurement Error (Q134115)

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    Statistical Inference for High-Dimensional Vector Autoregression with Measurement Error
    scientific article from arXiv

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      17 September 2020
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      17 November 2023
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      stat.ME
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      stat.AP
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      stat.CO
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      Statistical Inference for High-Dimensional Vector Autoregression with Measurement Error (English)
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      brain network analysis
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      covariance inference
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      expectation-maximization
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      global testing
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      simultaneous testing
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      vector autoregression
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