High dimensional VAR with low rank transition

2 May 2019

Papers citing "High dimensional VAR with low rank transition"

3 / 3 papers shown

Title
Simpler PAC-Bayesian Bounds for Hostile Data Pierre Alquier Benjamin Guedj 79 72 0 23 Oct 2016
Factor modeling for high-dimensional time series: Inference for the number of factors Clifford Lam Q. Yao 41 479 0 04 Jun 2012
Data-driven calibration of penalties for least-squares regression Sylvain Arlot P. Massart 148 159 0 06 Feb 2008