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Tools For Modeling Sparse Vector Autoregressions

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Abstract

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Date Issued

2016-08-22

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Keywords

Regularization; Time Series; Computational Statistics

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Union Local

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Committee Chair

Matteson,David

Committee Co-Chair

Committee Member

Bien,Jacob
Bindel,David S.

Degree Discipline

Statistics

Degree Name

Ph. D., Statistics

Degree Level

Doctor of Philosophy

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Government Document

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dissertation or thesis

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