Learning High-Dimensional Generalized Linear Autoregressive Models
From MaRDI portal
Publication:5223939
DOI10.1109/TIT.2018.2884673zbMath1432.62228OpenAlexW2903470116WikidataQ91992351 ScholiaQ91992351MaRDI QIDQ5223939
Garvesh Raskutti, Eric C. Hall, Rebecca Willett
Publication date: 19 July 2019
Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/tit.2018.2884673
Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Generalized linear models (logistic models) (62J12)
Related Items (9)
An optimal statistical and computational framework for generalized tensor estimation ⋮ Softplus INGARCH Model ⋮ Unnamed Item ⋮ The EAS approach for graphical selection consistency in vector autoregression models ⋮ Unnamed Item ⋮ Detecting Abrupt Changes in High-Dimensional Self-Exciting Poisson Processes ⋮ Statistical analysis of multivariate discrete-valued time series ⋮ The Convex Mixture Distribution: Granger Causality for Categorical Time Series ⋮ High dimensional generalized linear models for temporal dependent data
This page was built for publication: Learning High-Dimensional Generalized Linear Autoregressive Models
