Time series graphical Lasso and sparse VAR estimation (Q2674503)
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scientific article; zbMATH DE number 7584293
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Time series graphical Lasso and sparse VAR estimation |
scientific article; zbMATH DE number 7584293 |
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Time series graphical Lasso and sparse VAR estimation (English)
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14 September 2022
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time series graphical models
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sparse vector autoregression
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FDR
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0.8368542194366455
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0.798380434513092
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0.7759982347488403
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0.774268388748169
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0.7717205286026001
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