Back to Results
First PageMeta Content
Time series models / Signal processing / Econometrics / Noise / Vector autoregression / Autoregressive model / Value at risk / Time series / Vector


Estimation in High-dimensional Vector Autoregressive Models with Noisy Data Kam Chung Wong1 and Ambuj Tewari2 1 Department of Statistics, University of Michigan, Ann Arbor
Add to Reading List

Open Document

File Size: 100,54 KB

Share Result on Facebook