Sparse seasonal and periodic vector autoregressive modeling
type: Item
instance of: scholarly article
title: Sparse seasonal and periodic vector autoregressive modeling
zbMATH Open document ID: 1467.62011
author: Y. Aharonov
published in: Computational Statistics and Data Analysis
publication date: 2018-08-14T00:00:00Z
Mathematics Subject Classification ID: 62-08
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 6917863
zbMATH Keywords: seasonal vector autoregressive (SVAR) model
zbMATH Keywords: periodic vector autoregressive (PVAR) model
zbMATH Keywords: sparsity
zbMATH Keywords: partial spectral coherence (PSC)
zbMATH Keywords: adaptive Lasso
zbMATH Keywords: variable selection
describes a project that uses: ElemStatLearn
describes a project that uses: glasso
MaRDI profile type: Publication
full work available at URL: j.csda.2016.09.005
OpenAlex ID: W2519148344
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DOI: 10.1016/J.CSDA.2016.09.005
description: scientific article; zbMATH DE number 6917863