Non-Parametric Sparse Additive Auto-Regressive Network Models

DOI10.1109/TIT.2018.2849988zbMath1431.62431arXiv1801.07644OpenAlexW2962724596WikidataQ129611917 ScholiaQ129611917MaRDI QIDQ4629910

Hao Henry Zhou, Garvesh Raskutti

Publication date: 28 March 2019

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1801.07644

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05) Generalized linear models (logistic models) (62J12) Markov processes: estimation; hidden Markov models (62M05) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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