Lasso Inference for High-Dimensional Time Series (Q95760)
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scientific article from arXiv
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Lasso Inference for High-Dimensional Time Series |
scientific article from arXiv |
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21 July 2020
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29 June 2023
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econ.EM
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math.ST
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stat.TH
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Lasso inference for high-dimensional time series (English)
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honest inference
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lasso
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time series
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high-dimensional data
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