Lasso guarantees for $\beta$-mixing heavy-tailed time series

Title
Lasso guarantees for $\beta$-mixing heavy-tailed time series
Authors
Keywords
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Journal
ANNALS OF STATISTICS
Volume 48, Issue 2, Pages 1124-1142
Publisher
Institute of Mathematical Statistics
Online
2020-05-26
DOI
10.1214/19-aos1840

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