William B. Nicholson | DeepAI

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David S. Matteson
32 publications
Jacob Bien
32 publications
Xiaohan Yan
5 publications

research

∙ 10/15/2020

An Improved Online Penalty Parameter Selection Procedure for ℓ_1-Penalized Autoregressive with Exogenous Variables

Many recent developments in the high-dimensional statistical time series...

0 William B. Nicholson, et al. ∙

research

∙ 12/17/2014

Hierarchical Vector Autoregression

Vector autoregression (VAR) is a fundamental tool for modeling the joint...

0 William B. Nicholson, et al. ∙