Inference for high‐dimensional linear models with locally stationary error processes (Q6148344)
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scientific article; zbMATH DE number 7786780
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Inference for high‐dimensional linear models with locally stationary error processes |
scientific article; zbMATH DE number 7786780 |
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Inference for high‐dimensional linear models with locally stationary error processes (English)
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11 January 2024
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desparsified lasso
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high-dimensional inference
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linear regression
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non-stationarity
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