A Bernstein-type inequality for high dimensional linear processes with applications to robust estimation of time series regressions (Q6671911)
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scientific article; zbMATH DE number 7975362
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Bernstein-type inequality for high dimensional linear processes with applications to robust estimation of time series regressions |
scientific article; zbMATH DE number 7975362 |
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A Bernstein-type inequality for high dimensional linear processes with applications to robust estimation of time series regressions (English)
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27 January 2025
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Bernstein-type inequality
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fat-tailed data
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high dimensional time series
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robust estimation
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