High dimensional regression for regenerative time-series: an application to road traffic modeling

DOI10.1016/J.CSDA.2021.107191OpenAlexW3132739826MaRDI QIDQ830094FDOQ830094

Authors: Mohammed Bouchouia, François Portier 

Publication date: 7 May 2021

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1910.11095

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zbMATH Keywords

Lassovector autoregressive modelregenerative processroad traffic prediction

Mathematics Subject Classification ID

Statistics (62-XX)

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• Autoregressive models for gene regulatory network inference: sparsity, stability and causality issues
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Cited In (1)

• High dimensional regression for regenerative time-series: an application to road traffic modeling

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