Pages that link to "Item:Q494169"

The following pages link to Oracle inequalities for high dimensional vector autoregressions (Q494169):

Displaying 50 items.

• Lasso Inference for High-Dimensional Time Series (Q95760) (← links)
• Penalized Estimation and Forecasting of Multiple Subject Intensive Longitudinal Data (Q107040) (← links)
• Autoregressive models for matrix-valued time series (Q109413) (← links)
• An Automated Approach Towards Sparse Single-Equation Cointegration Modelling (Q136150) (← links)
• Lasso-driven inference in time and space (Q820826) (← links)
• High dimensional regression for regenerative time-series: an application to road traffic modeling (Q830094) (← links)
• \(\ell_1\)-regularization of high-dimensional time-series models with non-Gaussian and heteroskedastic errors (Q898600) (← links)
• Sparse seasonal and periodic vector autoregressive modeling (Q1658508) (← links)
• Determination of vector error correction models in high dimensions (Q1739869) (← links)
• Variable screening for high dimensional time series (Q1746535) (← links)
• Sparse space-time models: concentration inequalities and Lasso (Q2028941) (← links)
• Bootstrap based inference for sparse high-dimensional time series models (Q2040070) (← links)
• Boosting high dimensional predictive regressions with time varying parameters (Q2043255) (← links)
• Confidence intervals for parameters in high-dimensional sparse vector autoregression (Q2076143) (← links)
• On consistency and sparsity for high-dimensional functional time series with application to autoregressions (Q2108488) (← links)
• NetVIX -- a network volatility index of financial markets (Q2116552) (← links)
• On LASSO for predictive regression (Q2155298) (← links)
• Lasso guarantees for \(\beta \)-mixing heavy-tailed time series (Q2196212) (← links)
• Modified LASSO estimators for time series regression models with dependent disturbances (Q2220306) (← links)
• Detecting groups in large vector autoregressions (Q2236879) (← links)
• Time series modeling on dynamic networks (Q2283569) (← links)
• Variable selection with spatially autoregressive errors: a generalized moments Lasso estimator (Q2297950) (← links)
• Generalized high-dimensional trace regression via nuclear norm regularization (Q2323374) (← links)
• Time series graphical Lasso and sparse VAR estimation (Q2674503) (← links)
• Lasso regression in sparse linear model with \(\varphi\)-mixing errors (Q2682345) (← links)
• High-dimensional VARs with common factors (Q2688656) (← links)
• Flexible HAR model for realized volatility (Q2697034) (← links)
• Structural inference in sparse high-dimensional vector autoregressions (Q2697986) (← links)
• CONSISTENT AND CONSERVATIVE MODEL SELECTION WITH THE ADAPTIVE LASSO IN STATIONARY AND NONSTATIONARY AUTOREGRESSIONS (Q2786685) (← links)
• The Doubly Adaptive LASSO for Vector Autoregressive Models (Q4976476) (← links)
• Sparsity concepts and estimation procedures for high‐dimensional vector autoregressive models (Q5012853) (← links)
• Automated Estimation of Heavy-Tailed Vector Error Correction Models (Q5041351) (← links)
• Regularized estimation of high‐dimensional vector autoregressions with weakly dependent innovations (Q5095824) (← links)
• Adaptive Lasso for vector Multiplicative Error Models (Q5121495) (← links)
• Oracle Inequalities for Convex Loss Functions with Nonlinear Targets (Q5864505) (← links)
• Forecasting Macroeconomic Variables Using Neural Network Models and Three Automated Model Selection Techniques (Q5864520) (← links)
• Adaptive LASSO estimation for ARDL models with GARCH innovations (Q5864640) (← links)
• High-Dimensional Vector Autoregressive Time Series Modeling via Tensor Decomposition (Q5881139) (← links)
• Counterfactual Analysis With Artificial Controls: Inference, High Dimensions, and Nonstationarity (Q5881962) (← links)
• Performance bounds for parameter estimates of high-dimensional linear models with correlated errors (Q5965327) (← 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)
• Predictive quantile regression with mixed roots and increasing dimensions: the ALQR approach (Q6090583) (← links)
• Time-varying forecast combination for high-dimensional data (Q6090590) (← links)
• Rate-optimal robust estimation of high-dimensional vector autoregressive models (Q6117053) (← links)
• Directed graphs and variable selection in large vector autoregressive models (Q6135342) (← links)
• Recognition and variable selection in sparse spatial panel data models with fixed effects (Q6138718) (← links)
• UNIFORM ASYMPTOTICS AND CONFIDENCE REGIONS BASED ON THE ADAPTIVE LASSO WITH PARTIALLY CONSISTENT TUNING (Q6145540) (← links)
• Sparse generalized Yule-Walker estimation for large spatio-temporal autoregressions with an application to NO\(_2\) satellite data (Q6150502) (← links)
• Forward-selected panel data approach for program evaluation (Q6163247) (← links)