hdiVAR

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Statistical Inference for Noisy Vector Autoregression

Jian Kang, Lexin Li, Xiang Lyu

Last update: 14 May 2023

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 1.0.1, 1.0.2

Cites work

• Statistical Inference for High-Dimensional Vector Autoregression with Measurement Error

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