Sparse and robust estimation of vector autoregressive models with applications in marketing and economics. KU Leuven
Nowadays, a large amount of data is available in nearly every area of science and business. Information is typically collected in data sets where the different variables are contained in the columns of the data set and the measurements on each variable are contained in the rows. Our interest mainly lies in settings where these measurements are collected over time. Such data sets are said to contain time series in their columns. A time series ...