Discovering Graphical Granger Causality Using the Truncating Lasso Penalty

3 July 2010

Papers citing "Discovering Graphical Granger Causality Using the Truncating Lasso Penalty"

5 / 5 papers shown

Title
Sparse Graphical Linear Dynamical Systems Émilie Chouzenoux Victor Elvira 17 7 0 06 Jul 2023
fnets: An R Package for Network Estimation and Forecasting via Factor-Adjusted VAR Modelling Dominic Owens Haeran Cho M. Barigozzi 27 1 0 27 Jan 2023
Granger Causality: A Review and Recent Advances Ali Shojaie E. Fox CML AI4TS 14 256 0 05 May 2021
Granger Causality in Multi-variate Time Series using a Time Ordered Restricted Vector Autoregressive Model Elsa Siggiridou D. Kugiumtzis CML 11 96 0 11 Nov 2015
Scalable Matrix-valued Kernel Learning for High-dimensional Nonlinear Multivariate Regression and Granger Causality Vikas Sindhwani H. Q. Minh A. Lozano 45 59 0 09 Aug 2014