The following pages link to (Q2788399):
Displaying 34 items.
- Principal component analysis for second-order stationary vector time series (Q82525) (← links)
- Autoregressive models for matrix-valued time series (Q109413) (← links)
- Statistical Inference for High-Dimensional Vector Autoregression with Measurement Error (Q134115) (← links)
- Robust inference of risks of large portfolios (Q308377) (← links)
- A unified theory of confidence regions and testing for high-dimensional estimating equations (Q1630400) (← links)
- Penalised inference for lagged dependent regression in the presence of autocorrelated residuals (Q1640650) (← links)
- Gaussian approximation for high dimensional vector under physical dependence (Q1708978) (← links)
- Schur complement-based infinity norm bounds for the inverse of SDD matrices (Q2006700) (← links)
- Bootstrap based inference for sparse high-dimensional time series models (Q2040070) (← links)
- Confidence intervals for parameters in high-dimensional sparse vector autoregression (Q2076143) (← links)
- High dimensional generalized linear models for temporal dependent data (Q2108473) (← links)
- On consistency and sparsity for high-dimensional functional time series with application to autoregressions (Q2108488) (← links)
- Lasso guarantees for \(\beta \)-mixing heavy-tailed time series (Q2196212) (← links)
- Testing for high-dimensional network parameters in auto-regressive models (Q2283570) (← links)
- On testing for high-dimensional white noise (Q2284378) (← links)
- SONIC: social network analysis with influencers and communities (Q2673171) (← links)
- Time series graphical Lasso and sparse VAR estimation (Q2674503) (← links)
- High-dimensional VARs with common factors (Q2688656) (← links)
- Structural inference in sparse high-dimensional vector autoregressions (Q2697986) (← links)
- The Convex Mixture Distribution: Granger Causality for Categorical Time Series (Q4999347) (← links)
- Sparsity concepts and estimation procedures for high‐dimensional vector autoregressive models (Q5012853) (← links)
- (Q5053217) (← links)
- (Q5148950) (← links)
- High-Dimensional Vector Autoregressive Time Series Modeling via Tensor Decomposition (Q5881139) (← links)
- Performance bounds for parameter estimates of high-dimensional linear models with correlated errors (Q5965327) (← links)
- The EAS approach for graphical selection consistency in vector autoregression models (Q6059467) (← links)
- Sequential monitoring of high‐dimensional time series (Q6073436) (← links)
- Estimation and inference in a high-dimensional semiparametric Gaussian copula vector autoregressive model (Q6090554) (← links)
- Rate-optimal robust estimation of high-dimensional vector autoregressive models (Q6117053) (← links)
- High-dimensional low-rank tensor autoregressive time series modeling (Q6152591) (← links)
- Testing Serial Correlation and ARCH Effect of High-Dimensional Time-Series Data (Q6617741) (← links)
- FNETS: Factor-Adjusted Network Estimation and Forecasting for High-Dimensional Time Series (Q6626256) (← links)
- High-Dimensional Time Series Segmentation via Factor-Adjusted Vector Autoregressive Modeling (Q6631703) (← links)
- A Bernstein-type inequality for high dimensional linear processes with applications to robust estimation of time series regressions (Q6671911) (← links)
