Finite sample theory for high-dimensional functional/scalar time series with applications
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Publication:2136615
DOI10.1214/21-EJS1960zbMath1493.62519arXiv2004.07781OpenAlexW3190693686MaRDI QIDQ2136615
Xinghao Qiao, Qin Fang, Shao-Jun Guo
Publication date: 11 May 2022
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2004.07781
sparsityfunctional linear regressionfunctional principal component analysisnon-asymptoticscross-spectral stability measuresub-Gaussian functional linear process
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Ridge regression; shrinkage estimators (Lasso) (62J07) Functional data analysis (62R10)
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