Sparse estimation of parameter support sets for generalized vector autoregressions by resampling and model aggregation

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Ruiz, Trevor D., Bhattacharyya, Sharmodeep, Emerson, Sarah C.
Format:	Preprint
Published:	2023
Subjects:	Methodology
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Internet

https://arxiv.org/abs/2307.09684