Oracle M‐Estimation for Time Series Models (Q5346585)
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scientific article; zbMATH DE number 6723254
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Oracle M‐Estimation for Time Series Models |
scientific article; zbMATH DE number 6723254 |
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Oracle M‐Estimation for Time Series Models (English)
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26 May 2017
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M-estimation
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oracle property
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sparse models
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thresholding
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block bootstrap
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vector autoregressive time series
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