Regularized estimation of linear functionals of precision matrices for high-dimensional time series

11 June 2015

Papers citing "Regularized estimation of linear functionals of precision matrices for high-dimensional time series"

7 / 7 papers shown

Title
A Bernstein-type Inequality for High Dimensional Linear Processes with Applications to Robust Estimation of Time Series Regressions Linbo Liu Danna Zhang AI4TS 40 1 0 21 Sep 2021
Gaussian and bootstrap approximations for high-dimensional U-statistics and their applications Xiaohui Chen 12 56 0 30 Sep 2016
Sparse transition matrix estimation for high-dimensional and locally stationary vector autoregressive models Xin Ding Ziyi Qiu Xiaohui Chen 48 14 0 14 Apr 2016
Inference of high-dimensional linear models with time-varying coefficients Xiaohui Chen Yifeng He 42 9 0 12 Jun 2015
Estimation of Large Covariance and Precision Matrices from Temporally Dependent Observations Hai Shu B. Nan 38 20 0 16 Dec 2014
Comparison and anti-concentration bounds for maxima of Gaussian random vectors Victor Chernozhukov Denis Chetverikov Kengo Kato 63 219 0 21 Jan 2013
Autoregressive Process Modeling via the Lasso Procedure Yuval Nardi Alessandro Rinaldo 68 157 0 08 May 2008