Non-Parametric Sparse Additive Auto-Regressive Network Models

DOI10.1109/TIT.2018.2849988zbMath1431.62431arXiv1801.07644MaRDI QIDQ4629910

Garvesh Raskutti, Hao Henry Zhou

Publication date: 28 March 2019

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1801.07644

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62G05: Nonparametric estimation

62J12: Generalized linear models (logistic models)

62M05: Markov processes: estimation; hidden Markov models

94A12: Signal theory (characterization, reconstruction, filtering, etc.)