Lasso Guarantees for $β$ -Mixing Heavy Tailed Time Series

3 August 2017

Papers citing "Lasso Guarantees for $ β$-Mixing Heavy Tailed Time Series"

8 / 8 papers shown

Title
Double Machine Learning for Causal Inference under Shared-State Interference Chris Hays Manish Raghavan CML 56 0 0 10 Apr 2025
On LASSO for High Dimensional Predictive Regression Ziwei Mei Zhentao Shi 18 9 0 14 Dec 2022
Machine Learning Advances for Time Series Forecasting Ricardo P. Masini M. C. Medeiros Eduardo F. Mendes AI4TS 21 272 0 23 Dec 2020
Lasso Inference for High-Dimensional Time Series R. Adámek Stephan Smeekes Ines Wilms AI4TS 32 33 0 21 Jul 2020
High-Dimensional Granger Causality Tests with an Application to VIX and News Andrii Babii Eric Ghysels Jonas Striaukas 27 100 0 13 Dec 2019
Stationarity and Moment Properties of some Multivariate Count Autoregressions Zinsou Max Debaly Lionel Truquet 11 7 0 25 Sep 2019
Optimal covariance matrix estimation for high-dimensional noise in high-frequency data Jinyuan Chang Qiao Hu Cheng Liu C. Tang 28 8 0 19 Dec 2018
Autoregressive Process Modeling via the Lasso Procedure Yuval Nardi Alessandro Rinaldo 68 157 0 08 May 2008