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Lasso Guarantees for Time Series Estimation Under Subgaussian Tails and
  $ β$-Mixing
v1v2v3v4 (latest)

Lasso Guarantees for Time Series Estimation Under Subgaussian Tails and $ β$-Mixing

12 February 2016
Kam Chung Wong
Zifan Li
Ambuj Tewari
ArXiv (abs)PDFHTML

Papers citing "Lasso Guarantees for Time Series Estimation Under Subgaussian Tails and $ β$-Mixing"

5 / 5 papers shown
Graph Topological Aspects of Granger Causal Network Learning
Graph Topological Aspects of Granger Causal Network Learning
R. Kinnear
Ravi R. Mazumdar
CML
197
0
0
17 Nov 2019
Testing for high-dimensional network parameters in auto-regressive
  models
Testing for high-dimensional network parameters in auto-regressive models
Lili Zheng
Garvesh Raskutti
207
18
0
10 Dec 2018
Missing Data in Sparse Transition Matrix Estimation for Sub-Gaussian
  Vector Autoregressive Processes
Missing Data in Sparse Transition Matrix Estimation for Sub-Gaussian Vector Autoregressive Processes
Amin Jalali
Rebecca Willett
173
4
0
26 Feb 2018
Lasso Guarantees for $ β$-Mixing Heavy Tailed Time Series
Lasso Guarantees for $ β$-Mixing Heavy Tailed Time Series
Kam Chung Wong
Zifan Li
Ambuj Tewari
337
29
0
03 Aug 2017
Sampling Requirements for Stable Autoregressive Estimation
Sampling Requirements for Stable Autoregressive Estimation
A. Kazemipour
Sina Miran
Piya Pal
B. Babadi
Min Wu
201
8
0
04 May 2016
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