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vector auto-regressive

4 papers

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Also known as

VAR

Co-occurring keywords · papers mentioning both

vector autoregressive model (2) vector autoregression (2) time series (2) alternating projected gradient descent (1) online portfolio (1) weight reversion (1) online passive aggressive (1) reversion strategy (1) discrete-time lyapunov equation (1) passive-aggressive learning (1)

Papers

Identifying Causal Effects using Instrumental Time Series: Nuisance IV and Correcting for the Past JMLR 2024 Linear Convergence of Gradient Methods for Estimating Structured Transition Matrices in High-dimensional Vector Autoregressive Models NeurIPS 2021 Vector Autoregressive Weighting Reversion Strategy for Online Portfolio Selection IJCAI 2020 Learning Auto-regressive Models from Sequence and Non-sequence Data NeurIPS 2011