Sparse Vector Autoregressive Modeling

2 July 2012

Papers citing "Sparse Vector Autoregressive Modeling"

4 / 4 papers shown

Title
Benign Overfitting in Time Series Linear Models with Over-Parameterization Shogo H. Nakakita Masaaki Imaizumi AI4TS 163 5 0 18 Apr 2022
Large Vector Auto Regressions Song Song Peter J. Bickel AI4TS 128 183 0 20 Jun 2011
Discovering Graphical Granger Causality Using the Truncating Lasso Penalty Ali Shojaie George Michailidis CML 114 214 0 03 Jul 2010
Sparse Causal Discovery in Multivariate Time Series Stefan Haufe Guido Nolte Klaus-Robert Müller Nicole Krämer CML AI4TS 66 111 0 15 Jan 2009