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zbMath1351.62165arXiv1307.0293MaRDI QIDQ2788399
Publication date: 19 February 2016
Full work available at URL: https://arxiv.org/abs/1307.0293
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
transition matrixlinear programmultivariate time seriesvector autoregressive modeldouble asymptotic framework
Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Ridge regression; shrinkage estimators (Lasso) (62J07)
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