Work

Transition Matrix Estimation in High Dimensional Time Series

Year: 2013

Type: article

Authors: Fang Han, Han Liu

Institutions: Johns Hopkins University, Princeton University

Language: English

Topic: Statistical Methods and Inference

Subfield: Statistics and Probability

Field: Mathematics

Domain: Physical Sciences

Open Access status: closed

OpenAlex ID: W2103561022

FWCI: 5.429

Cites: 19

Cited by: 43

Related to: 10