Regularized estimation of high‐dimensional vector autoregressions with weakly dependent innovations

标题
Regularized estimation of high‐dimensional vector autoregressions with weakly dependent innovations
作者
关键词
-
出版物
JOURNAL OF TIME SERIES ANALYSIS
Volume -, Issue -, Pages -
出版商
Wiley
发表日期
2021-10-10
DOI
10.1111/jtsa.12627

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