Oracle inequalities for high dimensional vector autoregressions (Q494169)
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scientific article; zbMATH DE number 6477031
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Oracle inequalities for high dimensional vector autoregressions |
scientific article; zbMATH DE number 6477031 |
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Oracle inequalities for high dimensional vector autoregressions (English)
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31 August 2015
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VAR
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Lasso
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adaptive Lasso
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oracle inequality
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high-dimensional data
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0.8168022632598877
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0.8157652616500854
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0.8052221536636353
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0.7989869117736816
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0.7973986864089966
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