Travelled to:
1 × France
Collaborated with:
H.Qiu S.Xu F.Han H.Liu
Talks about:
autoregress (1) dimension (1) transit (1) process (1) vector (1) robust (1) matric (1) heavi (1) estim (1) tail (1)
Person: Brian Caffo
DBLP: Caffo:Brian
Contributed to:
Wrote 1 papers:
- ICML-2015-QiuXHLC #estimation #matrix #process #robust
- Robust Estimation of Transition Matrices in High Dimensional Heavy-tailed Vector Autoregressive Processes (HQ, SX, FH, HL, BC), pp. 1843–1851.