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.

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
AuthorsDing, X, Qiu, Z, Chen, X