High-dimensional Linear Regression for Dependent Data with Applications to Nowcasting
type: Item
instance of: scholarly article
title: High-dimensional Linear Regression for Dependent Data with Applications to Nowcasting
zbMATH Open document ID: 1464.62343
author: Yuefeng Han
author: Ruey S. Tsay
publication date: 2021-04-27T00:00:00Z
full work available at URL: https://arxiv.org/abs/1706.07899
Mathematics Subject Classification ID: 62J05
Mathematics Subject Classification ID: 62J07
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 7339773
zbMATH Keywords: consistency
zbMATH Keywords: forecasting
zbMATH Keywords: high-dimensional time series
zbMATH Keywords: Lasso
zbMATH Keywords: mixed-frequency data
zbMATH Keywords: model selection
zbMATH Keywords: nowcasting
MaRDI profile type: MaRDI publication profile
OpenAlex ID: W2954705210
arXiv ID: 1706.07899
DOI: 10.5705/SS.202018.0044
published in: STATISTICA SINICA
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description: scientific article; zbMATH DE number 7339773