High dimensional generalized linear models for temporal dependent data
type: Item
instance of: scholarly article
title: High dimensional generalized linear models for temporal dependent data
DOI: 10.3150/21-BEJ1451
author: Yanyan Li
published in: Bernoulli
publication date: 2022-12-19T00:00:00Z
full work available at URL: 21-BEJ1451.full
Mathematics Subject Classification ID: 62Jxx
Mathematics Subject Classification ID: 62Mxx
Mathematics Subject Classification ID: 62Fxx
zbMATH DE Number: 7634386
zbMATH Keywords: generalized linear model
zbMATH Keywords: high-dimensional analysis
zbMATH Keywords: robust estimation
zbMATH Keywords: support recovery
zbMATH Keywords: time series analysis
describes a project that uses: PyHawkes
describes a project that uses: FinTS
describes a project that uses: SparseLOGREG
MaRDI profile type: Publication
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