Pages that link to "Item:Q4986331"
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The following pages link to High-dimensional Linear Regression for Dependent Data with Applications to Nowcasting (Q4986331):
Displaying 11 items.
- High-dimensional inference for linear model with correlated errors (Q2075037) (← links)
- High dimensional generalized linear models for temporal dependent data (Q2108473) (← links)
- Finite sample theory for high-dimensional functional/scalar time series with applications (Q2136615) (← links)
- Penalized averaging of parametric and non-parametric quantile forecasts (Q2196656) (← links)
- Modified LASSO estimators for time series regression models with dependent disturbances (Q2220306) (← links)
- Regularized estimation of high‐dimensional vector autoregressions with weakly dependent innovations (Q5095824) (← links)
- Comments on ``Data science, big data and statistics'' (Q5970970) (← links)
- Time-varying forecast combination for high-dimensional data (Q6090590) (← links)
- Simultaneous Decorrelation of Matrix Time Series (Q6567891) (← links)
- High-dimensional data segmentation in regression settings permitting temporal dependence and non-Gaussianity (Q6597259) (← links)
- Change-point inference in high-dimensional regression models under temporal dependence (Q6608677) (← links)
