Adaptive robust methods for dependent big data models
In this paper we study high dimension statistical autoregressive models on the basis of the sequential analysis approach. To this end we use the model selection procedures developed in [4]. For such models we find conditions under which we show that these estimation procedures are efficient in the m...
| Published in: | Международная научная конференция "Робастная статистика и финансовая математика - 2020" (15-16 декабря 2020 г.) : сборник статей С. 4-13 |
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| Main Author: | |
| Other Authors: | , |
| Format: | Book Chapter |
| Language: | English |
| Subjects: | |
| Online Access: | http://vital.lib.tsu.ru/vital/access/manager/Repository/koha:000890954 Перейти в каталог НБ ТГУ |