A Bernstein-type Inequality for High Dimensional Linear Processes with Applications to Robust Estimation of Time Series Regressions

21 September 2021

Papers citing "A Bernstein-type Inequality for High Dimensional Linear Processes with Applications to Robust Estimation of Time Series Regressions"

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Sparse High-Dimensional Vector Autoregressive Bootstrap R. Adámek Stephan Smeekes Ines Wilms 21 1 0 02 Feb 2023
Autoregressive Process Modeling via the Lasso Procedure Yuval Nardi Alessandro Rinaldo 57 157 0 08 May 2008