Bootstrap based inference for sparse high-dimensional time series models

From MaRDI portal
Publication:2040070

DOI10.3150/20-BEJ1239zbMath1476.62186arXiv1806.11083OpenAlexW3160996915MaRDI QIDQ2040070

Efstathios Paparoditis, Jonas Krampe, Jens-Peter Kreiss

Publication date: 9 July 2021

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1806.11083



Related Items


Uses Software


Cites Work