Follow
Pengfei Zang
Pengfei Zang
Columbia University
Verified email at stat.columbia.edu
Title
Cited by
Cited by
Year
Sparse vector autoregressive modeling
RA Davis, P Zang, T Zheng
Journal of Computational and Graphical Statistics 25 (4), 1077-1096, 2016
2422016
Reduced-rank covariance estimation in vector autoregressive modeling
RA Davis, P Zang, T Zheng
arXiv preprint arXiv:1412.2183, 2014
22014
Modeling Strategies for Large Dimensional Vector Autoregressions
P Zang
Columbia University, 2012
12012
R codes for" Sparse Vector Autoregressive Modeling" by Davis, Zang and Zheng (2016)
RA Davis, P Zang, T Zheng
2016
The system can't perform the operation now. Try again later.
Articles 1–4