Network Granger causality with inherent grouping structure (Q5502127)
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scientific article; zbMATH DE number 6472996
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| English | Network Granger causality with inherent grouping structure |
scientific article; zbMATH DE number 6472996 |
Statements
17 August 2015
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Granger causality
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high-dimensional networks
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panel vector autoregression model
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group lasso
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thresholding
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0.7521657943725586
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0.7437618970870972
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0.7327435612678528
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0.7299343943595886
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