Sparse causality network retrieval from short time series
From MaRDI portal
Publication:1687426
DOI10.1155/2017/4518429zbMath1378.62055arXiv1706.01954OpenAlexW2754062614MaRDI QIDQ1687426
Tomaso Aste, Tiziana Di Matteo
Publication date: 3 January 2018
Published in: Complexity (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1706.01954
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear systems in control theory (93C05)
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