Regularized estimation of high‐dimensional vector autoregressions with weakly dependent innovations
| Year of publication: |
2021
|
|---|---|
| Authors: | Masini, Ricardo P. ; Medeiros, Marcelo C. ; Mendes, Eduardo F. |
| Published in: |
Journal of Time Series Analysis. - Wiley, ISSN 1467-9892, ZDB-ID 1473831-4. - Vol. 43.2021, 4 (26.10.), p. 532-557
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1111/jtsa.12627 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012810366