Pages that link to "Item:Q2697986"
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The following pages link to Structural inference in sparse high-dimensional vector autoregressions (Q2697986):
Displaying 4 items.
- High-dimensional structure learning of sparse vector autoregressive models using fractional marginal pseudo-likelihood (Q2058896) (← links)
- Regularized estimation of high‐dimensional vector autoregressions with weakly dependent innovations (Q5095824) (← links)
- Estimation of Sparse Structural Parameters with Many Endogenous Variables (Q5864514) (← links)
- Sparse Identification and Estimation of Large-Scale Vector AutoRegressive Moving Averages (Q6107231) (← links)