High-dimensional penalized arch processes (Q5861049)
From MaRDI portal
scientific article; zbMATH DE number 7484569
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | High-dimensional penalized arch processes |
scientific article; zbMATH DE number 7484569 |
Statements
High-dimensional penalized arch processes (English)
0 references
4 March 2022
0 references
multivariate ARCH
0 references
positive definiteness
0 references
sparse group Lasso
0 references
stationarity
0 references
0 references
0 references
