Lasso Guarantees for $ β$-Mixing Heavy Tailed Time Series

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Lasso Guarantees for $β$ -Mixing Heavy Tailed Time Series

3 August 2017

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Papers citing "Lasso Guarantees for $ β$-Mixing Heavy Tailed Time Series"

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Title
Double Machine Learning for Causal Inference under Shared-State Interference Chris Hays Manish Raghavan CML 78 0 0 10 Apr 2025
On LASSO for High Dimensional Predictive Regression Ziwei Mei Zhentao Shi 42 16 0 14 Dec 2022
Machine Learning Advances for Time Series Forecasting Ricardo P. Masini M. C. Medeiros Eduardo F. Mendes AI4TS 71 300 0 23 Dec 2020
Structural Inference in Sparse High-Dimensional Vector Autoregressions J. Krampe E. Paparoditis Carsten Trenkler 38 7 0 30 Jul 2020
Lasso Inference for High-Dimensional Time Series R. Adámek Stephan Smeekes Ines Wilms AI4TS 105 35 0 21 Jul 2020
High-Dimensional Granger Causality Tests with an Application to VIX and News Andrii Babii Eric Ghysels Jonas Striaukas 46 106 0 13 Dec 2019
Stationarity and Moment Properties of some Multivariate Count Autoregressions Zinsou Max Debaly Lionel Truquet 40 7 0 25 Sep 2019
Optimal covariance matrix estimation for high-dimensional noise in high-frequency data Jinyuan Chang Qiao Hu Cheng Liu C. Tang 70 8 0 19 Dec 2018
Large Spectral Density Matrix Estimation by Thresholding Yiming Sun Yige Li Amy Kuceyeski Sumanta Basu 111 19 0 03 Dec 2018