Time series graphical lasso and sparse VAR estimation Academic Article

authors

• Pourahmadi, Mohsen

published proceedings

• COMPUTATIONAL STATISTICS & DATA ANALYSIS

author list (cited authors)

• Dallakyan, A., Kim, R., & Pourahmadi, M.

citation count

• 3

complete list of authors

• Dallakyan, Aramayis||Kim, Rakheon||Pourahmadi, Mohsen

publication date

• January 2022

publisher

• Elsevier  Publisher

published in

• Computational Statistics and Data Analysis  Journal

keywords

• Fdr
• Sparse Vector Autoregression
• Time Series Graphical Models

Digital Object Identifier (DOI)

• 10.1016/j.csda.2022.107557

start page

• 107557

end page

• 107557

volume

• 176

URL

• http://dx.doi.org/10.1016/j.csda.2022.107557