Matches in SemOpenAlex for { <https://semopenalex.org/work/W3136232669> ?p ?o ?g. }
Showing items 1 to 84 of
84
with 100 items per page.
- W3136232669 endingPage "614" @default.
- W3136232669 startingPage "614" @default.
- W3136232669 abstract "Gini covariance plays a vital role in analyzing the relationship between random variables with heavy-tailed distributions. In this papaer, with the existence of a finite second moment, we establish the Gini–Yule–Walker equation to estimate the transition matrix of high-dimensional periodic vector autoregressive (PVAR) processes, the asymptotic results of estimators have been established. We apply this method to study the Granger causality of the heavy-tailed PVAR process, and the results show that the robust transfer matrix estimation induces sign consistency in the value of Granger causality. Effectiveness of the proposed method is verified by both synthetic and real data." @default.
- W3136232669 created "2021-03-29" @default.
- W3136232669 creator A5017420515 @default.
- W3136232669 creator A5091912479 @default.
- W3136232669 date "2021-03-15" @default.
- W3136232669 modified "2023-09-30" @default.
- W3136232669 title "Yule–Walker Equations Using a Gini Covariance Matrix for the High-Dimensional Heavy-Tailed PVAR Model" @default.
- W3136232669 cites W1607075338 @default.
- W3136232669 cites W1607114662 @default.
- W3136232669 cites W1977183731 @default.
- W3136232669 cites W2029631461 @default.
- W3136232669 cites W2066937912 @default.
- W3136232669 cites W2517786039 @default.
- W3136232669 cites W2519148344 @default.
- W3136232669 cites W2595614386 @default.
- W3136232669 cites W2949859726 @default.
- W3136232669 cites W2984429807 @default.
- W3136232669 cites W3011909246 @default.
- W3136232669 cites W3025537884 @default.
- W3136232669 cites W3028794438 @default.
- W3136232669 cites W3105322001 @default.
- W3136232669 doi "https://doi.org/10.3390/math9060614" @default.
- W3136232669 hasPublicationYear "2021" @default.
- W3136232669 type Work @default.
- W3136232669 sameAs 3136232669 @default.
- W3136232669 citedByCount "0" @default.
- W3136232669 crossrefType "journal-article" @default.
- W3136232669 hasAuthorship W3136232669A5017420515 @default.
- W3136232669 hasAuthorship W3136232669A5091912479 @default.
- W3136232669 hasBestOaLocation W31362326691 @default.
- W3136232669 hasConcept C105795698 @default.
- W3136232669 hasConcept C106487976 @default.
- W3136232669 hasConcept C118615104 @default.
- W3136232669 hasConcept C129824826 @default.
- W3136232669 hasConcept C133029050 @default.
- W3136232669 hasConcept C134306372 @default.
- W3136232669 hasConcept C139676723 @default.
- W3136232669 hasConcept C149782125 @default.
- W3136232669 hasConcept C159877910 @default.
- W3136232669 hasConcept C159985019 @default.
- W3136232669 hasConcept C185142706 @default.
- W3136232669 hasConcept C185429906 @default.
- W3136232669 hasConcept C192562407 @default.
- W3136232669 hasConcept C2776436953 @default.
- W3136232669 hasConcept C28826006 @default.
- W3136232669 hasConcept C33923547 @default.
- W3136232669 hasConceptScore W3136232669C105795698 @default.
- W3136232669 hasConceptScore W3136232669C106487976 @default.
- W3136232669 hasConceptScore W3136232669C118615104 @default.
- W3136232669 hasConceptScore W3136232669C129824826 @default.
- W3136232669 hasConceptScore W3136232669C133029050 @default.
- W3136232669 hasConceptScore W3136232669C134306372 @default.
- W3136232669 hasConceptScore W3136232669C139676723 @default.
- W3136232669 hasConceptScore W3136232669C149782125 @default.
- W3136232669 hasConceptScore W3136232669C159877910 @default.
- W3136232669 hasConceptScore W3136232669C159985019 @default.
- W3136232669 hasConceptScore W3136232669C185142706 @default.
- W3136232669 hasConceptScore W3136232669C185429906 @default.
- W3136232669 hasConceptScore W3136232669C192562407 @default.
- W3136232669 hasConceptScore W3136232669C2776436953 @default.
- W3136232669 hasConceptScore W3136232669C28826006 @default.
- W3136232669 hasConceptScore W3136232669C33923547 @default.
- W3136232669 hasIssue "6" @default.
- W3136232669 hasLocation W31362326691 @default.
- W3136232669 hasLocation W31362326692 @default.
- W3136232669 hasOpenAccess W3136232669 @default.
- W3136232669 hasPrimaryLocation W31362326691 @default.
- W3136232669 hasRelatedWork W1533302526 @default.
- W3136232669 hasRelatedWork W1995726632 @default.
- W3136232669 hasRelatedWork W2003311265 @default.
- W3136232669 hasRelatedWork W2064508772 @default.
- W3136232669 hasRelatedWork W2075556994 @default.
- W3136232669 hasRelatedWork W2139098899 @default.
- W3136232669 hasRelatedWork W2506882312 @default.
- W3136232669 hasRelatedWork W2886997416 @default.
- W3136232669 hasRelatedWork W3124163831 @default.
- W3136232669 hasRelatedWork W3144990292 @default.
- W3136232669 hasVolume "9" @default.
- W3136232669 isParatext "false" @default.
- W3136232669 isRetracted "false" @default.
- W3136232669 magId "3136232669" @default.
- W3136232669 workType "article" @default.