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	Microsoft Word - ISI_Abstract2013 Add to Reading List Document Date: 2013-08-22 04:39:19 Open Document File Size: 65,21 KB Share Result on Facebook / Facility Sparse Vector Autoregressive Modeling Richard A. Davis* Columbia University / Pengfei Zang Columbia University / Tian Zheng Columbia University / / Organization Columbia University / New York / / Person Richard A. Davis / / SocialTag Multivariate statistics Econometrics Time series Vector autoregression Autoregressive model Economic model Sparse matrix Statistics Time series analysis Noise

Microsoft Word - ISI_Abstract2013Add to Reading List