Confidence regions for entries of a large precision matrix (2018)
Attributed to:
Modelling Vast Time Series: Sparsity and Segmentation
funded by
EPSRC
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.1016/j.jeconom.2018.03.020
Publication URI: http://dx.doi.org/10.1016/j.jeconom.2018.03.020
Type: Journal Article/Review
Parent Publication: Journal of Econometrics
Issue: 1