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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