A direct estimation of high dimensional stationary vector autoregressions

被引：0
|
作者：
Han, Fang [1 ]
Lu, Huanran [2 ]
Liu, Han [2 ]
机构：
[1] Department of Biostatistics, Johns Hopkins University, Baltimore,MD,21205, United States
[2] Department of Operations Research and Financial Engineering, Princeton University, Princeton,NJ,08544, United States
来源：
Journal of Machine Learning Research | 2015年 / 16卷
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学科分类号：
摘要：
43
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页码：3115 / 3150
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