Graphical models for nonstationary time series
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Publication:6183745
DOI10.1214/22-aos2205arXiv2109.08709OpenAlexW3199330397MaRDI QIDQ6183745
Sumanta Basu, Suhasini Subba Rao
Publication date: 4 January 2024
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2109.08709
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Ridge regression; shrinkage estimators (Lasso) (62J07) Inference from stochastic processes and spectral analysis (62M15)
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