Pages that link to "Item:Q5965327"

The following pages link to Performance bounds for parameter estimates of high-dimensional linear models with correlated errors (Q5965327):

Displaying 41 items.

• Lasso Inference for High-Dimensional Time Series (Q95760) (← links)
• On model selection from a finite family of possibly misspecified time series models (Q666592) (← links)
• Moment bounds for large autocovariance matrices under dependence (Q785402) (← links)
• Lasso-driven inference in time and space (Q820826) (← links)
• Variable screening for high dimensional time series (Q1746535) (← links)
• Confidence sets for high-dimensional empirical linear prediction (HELP) models with dependent error structure (Q1869135) (← links)
• Stochastic approximation: from statistical origin to big-data, multidisciplinary applications (Q2038304) (← links)
• Bootstrap based inference for sparse high-dimensional time series models (Q2040070) (← links)
• 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)
• Estimation of a multiplicative correlation structure in the large dimensional case (Q2190234) (← links)
• Lasso guarantees for \(\beta \)-mixing heavy-tailed time series (Q2196212) (← links)
• Model selection for high-dimensional linear regression with dependent observations (Q2215720) (← links)
• Variable selection for high-dimensional regression models with time series and heteroscedastic errors (Q2305978) (← links)
• Order selection for possibly infinite-order non-stationary time series (Q2324319) (← 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)
• Structural inference in sparse high-dimensional vector autoregressions (Q2697986) (← links)
• (Q5004044) (← links)
• Sparsity concepts and estimation procedures for high‐dimensional vector autoregressive models (Q5012853) (← links)
• ITERATIONS OF DEPENDENT RANDOM MAPS AND EXOGENEITY IN NONLINEAR DYNAMICS (Q5024497) (← links)
• Long‐term prediction intervals with many covariates (Q5095826) (← links)
• High-Dimensional Vector Autoregressive Time Series Modeling via Tensor Decomposition (Q5881139) (← links)
• Group structure detection for a high‐dimensional panel data model (Q6059399) (← links)
• Predictive quantile regression with mixed roots and increasing dimensions: the ALQR approach (Q6090583) (← links)
• Sparse Identification and Estimation of Large-Scale Vector AutoRegressive Moving Averages (Q6107231) (← links)
• Identifying latent group structures in spatial dynamic panels (Q6108336) (← links)
• Rate-optimal robust estimation of high-dimensional vector autoregressive models (Q6117053) (← links)
• UNIFORM-IN-SUBMODEL BOUNDS FOR LINEAR REGRESSION IN A MODEL-FREE FRAMEWORK (Q6145543) (← links)
• Inference for high‐dimensional linear models with locally stationary error processes (Q6148344) (← links)
• Central limit theorems for high dimensional dependent data (Q6178582) (← links)
• Homogeneity and Sparsity Analysis for High-Dimensional Panel Data Models (Q6190753) (← 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)
• Targeting Predictors Via Partial Distance Correlation With Applications to Financial Forecasting (Q6620922) (← links)
• Machine Learning Time Series Regressions With an Application to Nowcasting (Q6620932) (← links)
• FNETS: Factor-Adjusted Network Estimation and Forecasting for High-Dimensional Time Series (Q6626256) (← links)
• A Bernstein-type inequality for high dimensional linear processes with applications to robust estimation of time series regressions (Q6671911) (← links)