Model Selection for High-Dimensional Multivariate Time Dependent Models

Date Issued

2016

Date

2016

Author(s)

Huang, Kunling

DOI

URI

Abstract

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Subjects

high-dimensional time series

oracle property

sparsity

vector autoregressive

sub-Gaussian

greedy algorithm

Type

thesis

File(s)

Name

ntu-105-R02323011-1.pdf

Size

23.54 KB

Format

Adobe PDF

Checksum

(MD5):88e76ed815b9e09cd9fddc16052409be