Oracle Inequalities for High Dimensional Vector Autoregressions

4 November 2013

Papers citing "Oracle Inequalities for High Dimensional Vector Autoregressions"

9 / 9 papers shown

Title
Benign Overfitting in Time Series Linear Models with Over-Parameterization Shogo H. Nakakita Masaaki Imaizumi AI4TS 159 5 0 18 Apr 2022
Large Vector Auto Regressions Song Song Peter J. Bickel AI4TS 122 183 0 20 Jun 2011
Square-Root Lasso: Pivotal Recovery of Sparse Signals via Conic Programming A. Belloni Victor Chernozhukov Lie Wang 114 672 0 28 Sep 2010
Exponential Screening and optimal rates of sparse estimation Philippe Rigollet Alexandre B. Tsybakov 141 242 0 12 Mar 2010
On the conditions used to prove oracle results for the Lasso Sara van de Geer Peter Buhlmann 215 729 0 05 Oct 2009
Adaptive Lasso for High Dimensional Regression and Gaussian Graphical Modeling Shuheng Zhou Sara van de Geer Peter Buhlmann 103 81 0 13 Mar 2009
Autoregressive Process Modeling via the Lasso Procedure Yuval Nardi Alessandro Rinaldo 101 157 0 08 May 2008
Asymptotic properties of bridge estimators in sparse high-dimensional regression models Jian Huang J. Horowitz Shuangge Ma 200 517 0 04 Apr 2008
Simultaneous analysis of Lasso and Dantzig selector Peter J. Bickel Yaácov Ritov Alexandre B. Tsybakov 327 2,527 0 07 Jan 2008