Oracle inequalities for high dimensional vector...

Journal of Econometrics 2015 / 06 Vol. 186; Iss. 2

Oracle inequalities for high dimensional vector autoregressions

Kock, Anders Bredahl, Callot, Laurent
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Volume:
186
Language:
english
Journal:
Journal of Econometrics
DOI:
10.1016/j.jeconom.2015.02.013
Date:
June, 2015
File:
PDF, 617 KB
english, 2015
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