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Satyajit Ghosh
Satyajit Ghosh
Rutgers University
Model selection
Bayesian vector autoregression
Mathematics
Autoregressive model
Feature selection
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Strong selection consistency of Bayesian vector autoregressive models based on a pseudo-likelihood approach
2021
Annals of Statistics
Satyajit Ghosh
Kshitij Khare
George Michailidis
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