Oracle inequalities for high dimensional vector autoregressions
Anders Bredahl Kock; Laurent Callot
| Year of publication: |
2015
|
|---|---|
| Authors: | Kock, Anders Bredahl ; Callot, Laurent |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 186.2015, 2, p. 325-344
|
| Subject: | VAR | LASSO | Adaptive LASSO | Oracle inequality | High-dimensional data | VAR-Modell | VAR model | Schätztheorie | Estimation theory | Einkommensverteilung | Income distribution |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011349464