Simultaneous sparse model selection and coefficient estimation for heavy-tailed autoregressive processes

12 December 2011

Papers citing "Simultaneous sparse model selection and coefficient estimation for heavy-tailed autoregressive processes"

4 / 4 papers shown

Title
Covariance matrix estimation for stationary time series Han Xiao Wei Biao Wu 74 113 0 23 May 2011
Rejoinder: One-step sparse estimates in nonconcave penalized likelihood models H. Zou Runze Li 226 1,233 0 07 Aug 2008
Autoregressive Process Modeling via the Lasso Procedure Yuval Nardi Alessandro Rinaldo 101 157 0 08 May 2008
Regularized estimation of large covariance matrices Peter J. Bickel Elizaveta Levina 103 1,384 0 13 Mar 2008