Array ( [min_enforcement_level_override] => 5 )
Sparsity concepts and estimation procedures for high‐dimensional vector autoregressive models
Krampe, Jonas, (2021)
Estimated Wold representation and spectral-density-driven bootstrap for time series
Krampe, Jonas, (2018)
Structural inference in sparse high-dimensional vector autoregressions
Krampe, Jonas, (2023)