Lasso Guarantees for Time Series Estimation Under Subgaussian Tails and $β$ -Mixing

12 February 2016

Papers citing "Lasso Guarantees for Time Series Estimation Under Subgaussian Tails and $ β$-Mixing"

3 / 3 papers shown

Title
Missing Data in Sparse Transition Matrix Estimation for Sub-Gaussian Vector Autoregressive Processes Amin Jalali Rebecca Willett 56 4 0 26 Feb 2018
Lasso Guarantees for $β$ -Mixing Heavy Tailed Time Series Kam Chung Wong Zifan Li Ambuj Tewari 40 25 0 03 Aug 2017
Autoregressive Process Modeling via the Lasso Procedure Yuval Nardi Alessandro Rinaldo 73 157 0 08 May 2008