Title

Sparse Principal Component Analysis for High Dimensional Vector Autoregressive Models

30 June 2013

Papers citing "Sparse Principal Component Analysis for High Dimensional Vector Autoregressive Models"

3 / 3 papers shown

Title
Lasso Guarantees for $β$ -Mixing Heavy Tailed Time Series Kam Chung Wong Zifan Li Ambuj Tewari 172 26 0 03 Aug 2017
Lasso Guarantees for Time Series Estimation Under Subgaussian Tails and $β$ -Mixing Kam Chung Wong Zifan Li Ambuj Tewari 169 8 0 12 Feb 2016
ECA: High Dimensional Elliptical Component Analysis in non-Gaussian Distributions Fang Han Han Liu 423 3 0 14 Oct 2013