Testing for high-dimensional network parameters in auto-regressive
models

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Testing for high-dimensional network parameters in auto-regressive models

10 December 2018

Garvesh Raskutti

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Papers citing "Testing for high-dimensional network parameters in auto-regressive models"

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Title
Simultaneous inference for monotone and smoothly time-varying functions under complex temporal dynamics Tianpai Luo Weichi Wu 46 0 0 03 Oct 2023
Optimal Sparse Estimation of High Dimensional Heavy-tailed Time Series Sagnik Halder George Michailidis AI4TS 96 0 0 19 Sep 2022
Optimal Change-point Testing for High-dimensional Linear Models with Temporal Dependence Daren Wang Zifeng Zhao 96 6 0 08 May 2022
Granger Causality: A Review and Recent Advances Ali Shojaie E. Fox CML AI4TS 93 280 0 05 May 2021
Statistical Inference for High-Dimensional Vector Autoregression with Measurement Error Xiang Lyu Jian Kang Lexin Li 56 1 0 17 Sep 2020
Structural Inference in Sparse High-Dimensional Vector Autoregressions J. Krampe E. Paparoditis Carsten Trenkler 28 7 0 30 Jul 2020
Statistical Inference for Networks of High-Dimensional Point Processes Xu Wang Mladen Kolar Ali Shojaie 111 12 0 15 Jul 2020