Nonconcave penalized estimation in sparse vector autoregression model (Q2180066)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonconcave penalized estimation in sparse vector autoregression model |
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Nonconcave penalized estimation in sparse vector autoregression model (English)
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13 May 2020
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high-dimensional time series
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nonconcave penalization
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vector autoregression
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dependent data
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