High-dimensional structure learning of sparse vector autoregressive models using fractional marginal pseudo-likelihood
- Location
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Deutsche Nationalbibliothek Frankfurt am Main
- ISSN
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1573-1375
- Extent
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Online-Ressource
- Language
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Englisch
- Notes
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online resource.
- Bibliographic citation
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High-dimensional structure learning of sparse vector autoregressive models using fractional marginal pseudo-likelihood ; volume:31 ; number:6 ; day:17 ; month:9 ; year:2021 ; pages:1-18 ; date:11.2021
Statistics and computing ; 31, Heft 6 (17.9.2021), 1-18, 11.2021
- Creator
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Suotsalo, Kimmo
Xu, Yingying
Corander, Jukka
Pensar, Johan
- Contributor
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SpringerLink (Online service)
- DOI
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10.1007/s11222-021-10049-z
- URN
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urn:nbn:de:101:1-2022012319512564384145
- Rights
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Open Access; Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
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15.08.2025, 7:24 AM CEST
Data provider
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Associated
- Suotsalo, Kimmo
- Xu, Yingying
- Corander, Jukka
- Pensar, Johan
- SpringerLink (Online service)
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