Confidence intervals for parameters in high-dimensional sparse vector autoregression (Q2076143)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Confidence intervals for parameters in high-dimensional sparse vector autoregression |
scientific article; zbMATH DE number 7476365
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Confidence intervals for parameters in high-dimensional sparse vector autoregression |
scientific article; zbMATH DE number 7476365 |
Statements
Confidence intervals for parameters in high-dimensional sparse vector autoregression (English)
0 references
18 February 2022
0 references
bootstrap
0 references
de-biased Lasso
0 references
de-sparsified Lasso
0 references
Granger causality
0 references
high-dimensional time series
0 references
0 references
0 references
0 references
0 references
0 references
0 references
