Sparse transition matrix estimation for high-dimensional and locally stationary vector autoregressive models

Subscribe to email list

Please select the email list(s) to which you wish to subscribe.
CAPTCHA
This question is for testing whether or not you are a human visitor and to prevent automated spam submissions.
Image CAPTCHA

Enter the characters shown in the image.

User menu

You are here

  1. Department of Statistics
  2. Sparse transition matrix estimation for high-dimensional and locally stationary vector autoregressive models

Sparse transition matrix estimation for high-dimensional and locally stationary vector autoregressive models

TitleSparse transition matrix estimation for high-dimensional and locally stationary vector autoregressive models
Publication TypeJournal Article
Year of Publication2017
AuthorsDing, X, Qiu, Z, Chen, X
JournalElectronic Journal of Statistics
Volume11
Pagination3871–3902