Regularization for stationary multivariate time series (Q2873031)
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scientific article; zbMATH DE number 6247137
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Regularization for stationary multivariate time series |
scientific article; zbMATH DE number 6247137 |
Statements
Regularization for stationary multivariate time series (English)
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17 January 2014
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multivariate GARCH
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regularization
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penalty
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sparsity
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asymptotic normality
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