"High Dimensional Forecasting via Interpretable Vector Autoregression."

William B. Nicholson et al. (2020)

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access: open

type: Journal Article

metadata version: 2024-09-11

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William B. Nicholson, Ines Wilms, Jacob Bien, David S. Matteson:
High Dimensional Forecasting via Interpretable Vector Autoregression. J. Mach. Learn. Res. 21: 166:1-166:52 (2020)

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