The EAS approach for graphical selection consistency in vector autoregression models

Jonathan P. Williams, Yuying Xie, Jan Hannig

Type: Preprint

Publication Date: 2019-01-01

Citations: 0

DOI: https://doi.org/10.48550/arxiv.1906.04812

View Publication

Locations

arXiv (Cornell University) - View - PDF
DataCite API - View

Similar Works

Action	Title	Year	Authors
+ PDF Chat	The EAS approach for graphical selection consistency in vector autoregression models	2022	Jonathan Williams Yuying Xie Jan Hannig
+	Strong selection consistency of Bayesian vector autoregressive models based on a pseudo-likelihood approach	2021	Satyajit Ghosh Kshitij Khare George Michailidis
+ PDF Chat	High-Dimensional Posterior Consistency in Bayesian Vector Autoregressive Models	2018	Satyajit Ghosh Kshitij Khare George Michailidis
+ PDF Chat	Sparse Graphical Vector Autoregression: A Bayesian Approach	2014	Daniel Felix Ahelegbey Monica Billio Roberto Casarin
+ PDF Chat	Sparse Graphical Vector Autoregression: A Bayesian Approach	2016	Daniel Felix Ahelegbey Monica Billio Roberto Casarin
+	Sparse, Low-bias, and Scalable Estimation of High Dimensional Vector Autoregressive Models via Union of Intersections	2019	Trevor Ruiz M. Balasubramanian Kristofer E. Bouchard Sharmodeep Bhattacharyya
+	Statistical Inference for High-Dimensional Vector Autoregression with Measurement Error	2022	Xiang Lyu Jian Kang Lexin Li
+	Statistical Inference for High-Dimensional Vector Autoregression with Measurement Error	2020	Xiang Lyu Jian Kang Lexin Li
+	Large Bayesian VARMAs	2014	Joshua C. C. Chan Eric Eisenstat Gary Koop
+ PDF Chat	Large Bayesian VARMAs	2016	Joshua C. C. Chan Eric Eisenstat Gary Koop
+	Estimation in High-dimensional Vector Autoregressive Models	2013	Sumanta Basu George Michailidis
+	A Multivariate Graphical Stochastic Volatility Model	2012	Yuan Cheng Alex Lenkoski
+	Sparseness, consistency and model selection for Markov regime-switching Gaussian autoregressive models	2021	Abbas Khalili David A. Stephens
+	bsvars: Bayesian Estimation of Structural Vector Autoregressive Models	2022	Tomasz Woźniak
+ PDF Chat	Posterior graph selection and estimation consistency for high-dimensional Bayesian DAG models	2018	Xuan Cao Kshitij Khare Malay Ghosh
+ PDF Chat	Inferring Latent Graphs from Stationary Signals Using a Graphical Autoregressive Model	2024	Jedidiah Harwood Debashis Paul Jie Peng
+	Estimation and model selection for graphical models under mixing conditions	2024	Magno Tairone de Freitas Severino
+	Efficient Variational Bayesian Structure Learning of Dynamic Graphical Models.	2020	Hang Yu Justin Dauwels
+	Flexible Bayesian Product Mixture Models for Vector Autoregressions	2021	Suprateek Kundu Joshua Lukemire
+	Bayesian Variable Selection for Matrix Autoregressive Models	2022	Alessandro Celani Paolo Pagnottoni Galin L. Jones

Works That Cite This (0)

Action	Title	Year	Authors

Works Cited by This (0)

Action	Title	Year	Authors