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Sparse estimation of parameter support sets for generalized vector autoregressions by resampling and model aggregation.

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Title: Sparse estimation of parameter support sets for generalized vector autoregressions by resampling and model aggregation.
Authors: Ruiz, Trevor D.1 (AUTHOR) truiz01@calpoly.edu, Bhattacharyya, Sharmodeep2 (AUTHOR), Emerson, Sarah C.2 (AUTHOR)
Source: Journal of Statistical Computation & Simulation. May2025, Vol. 95 Issue 8, p1666-1681. 16p.
Database: Mathematics Source
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An: 185132746
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PubType: Academic Journal
PubTypeId: academicJournal
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  Data: Sparse estimation of parameter support sets for generalized vector autoregressions by resampling and model aggregation.
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  Data: <searchLink fieldCode="JN" term="%22Journal+of+Statistical+Computation+%26+Simulation%22">Journal of Statistical Computation & Simulation</searchLink>. May2025, Vol. 95 Issue 8, p1666-1681. 16p.
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RecordInfo BibRecord:
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    Identifiers:
      – Type: doi
        Value: 10.1080/00949655.2025.2469905
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      – Code: eng
        Text: English
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        PageCount: 16
        StartPage: 1666
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      – TitleFull: Sparse estimation of parameter support sets for generalized vector autoregressions by resampling and model aggregation.
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            NameFull: Ruiz, Trevor D.
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            NameFull: Bhattacharyya, Sharmodeep
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            NameFull: Emerson, Sarah C.
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              Text: May2025
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              Y: 2025
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              Value: 95
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              Value: 8
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            – TitleFull: Journal of Statistical Computation & Simulation
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