| VARX-L: Structured regularization for large vector autoregressions with exogenous variables WB Nicholson, DS Matteson, J Bien International Journal of Forecasting 33 (3), 627-651, 2017 | 237* | 2017 |
| High dimensional forecasting via interpretable vector autoregression WB Nicholson, I Wilms, J Bien, DS Matteson Journal of Machine Learning Research 21 (166), 1-52, 2020 | 158 | 2020 |
| Bigvar: Tools for modeling sparse high-dimensional multivariate time series W Nicholson, D Matteson, J Bien arXiv preprint arXiv:1702.07094, 2017 | 32 | 2017 |
| BigVAR: Dimension reduction methods for multivariate time series W Nicholson, D Matteson, J Bien R package version 1 (6), 2019 | 24 | 2019 |
| Locally stationary vector processes and adaptive multivariate modeling DS Matteson, NA James, WB Nicholson, LC Segalini 2013 IEEE International Conference on Acoustics, Speech and Signal …, 2013 | 9 | 2013 |
| bigtime: Sparse estimation of large time series models I Wilms, S Basu, DS Matteson, J Bien, W Nicholson, E Wegner | 6 | 2021 |
| Statistical Measures of Dependence for Financial Data DS Matteson, NA James, WB Nicholson Financial Signal Processing and Machine Learning, 162-190, 2016 | 1 | 2016 |
| An Improved Online Penalty Parameter Selection Procedure for -Penalized Autoregressive with Exogenous Variables WB Nicholson, X Yan arXiv preprint arXiv:2010.07594, 2020 | | 2020 |
| Tools For Modeling Sparse Vector Autoregressions W Nicholson | | 2016 |
| BigVAR User’s Guide Dimension Reduction Procedures for Multivariate Time Series W Nicholson | | 2015 |
| An Improved Penalty Parameter Selection Procedure for the Lasso AR-X WB Nicholson, X Yan | | 2015 |
Jacob BienStatistics, University of Southern California在 usc.edu 的电子邮件经过验证
