The following pages link to (Q4969185):
Displaying 6 items.
- Regularized joint estimation of related vector autoregressive models (Q2002726) (← links)
- High-dimensional structure learning of sparse vector autoregressive models using fractional marginal pseudo-likelihood (Q2058896) (← links)
- Finite sample theory for high-dimensional functional/scalar time series with applications (Q2136615) (← links)
- Regularized estimation of high‐dimensional vector autoregressions with weakly dependent innovations (Q5095824) (← links)
- Modelling mortality: A bayesian factor-augmented var (favar) approach (Q6105762) (← links)
- FNETS: Factor-Adjusted Network Estimation and Forecasting for High-Dimensional Time Series (Q6626256) (← links)
