A direct estimation of high dimensional stationary vector autoregressions (Q2788399)
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scientific article; zbMATH DE number 6542854
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A direct estimation of high dimensional stationary vector autoregressions |
scientific article; zbMATH DE number 6542854 |
Statements
19 February 2016
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transition matrix
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multivariate time series
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vector autoregressive model
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double asymptotic framework
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linear program
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A direct estimation of high dimensional stationary vector autoregressions (English)
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