Sparsity concepts and estimation procedures for high‐dimensional vector autoregressive models


Krampe, Jonas ; Paparoditis, Efstathios



DOI: https://doi.org/10.1111/jtsa.12586
URL: https://onlinelibrary.wiley.com/doi/10.1111/jtsa.1...
Document Type: Article
Year of publication: 2021
The title of a journal, publication series: Journal of Time Series Analysis
Volume: 42
Issue number: 5/6
Page range: 554-579
Place of publication: Oxford
Publishing house: Wiley Blackwell
ISSN: 0143-9782 , 1467-9892
Publication language: English
Institution: School of Law and Economics > Zeitreihenökonometrie (Trenkler 2007-)
School of Law and Economics > Sonstige - Fakultät für Rechtswissenschaft und Volkswirtschaftslehre
Subject: 330 Economics




Dieser Eintrag ist Teil der Universitätsbibliographie.




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