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Machine Learning Advances for Time Series Forecasting
Masini, Ricardo P.
;
Medeiros, Marcelo C.
;
Mendes, Eduardo F.
- In:
Journal of Economic Surveys
(
2021
)
Persistent link: https://www.econbiz.de/10012635933
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Regularized estimation of high‐dimensional vector autoregressions with weakly dependent innovations
Masini, Ricardo P.
;
Medeiros, Marcelo C.
;
Mendes, Eduardo F.
- In:
Journal of Time Series Analysis
43
(
2021
)
4
,
pp. 532-557
Persistent link: https://www.econbiz.de/10012810366
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