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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
2672016
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
22012
R codes for" Sparse Vector Autoregressive Modeling" by Davis, Zang and Zheng (2016)
RA Davis, P Zang, T Zheng
2016
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Articles 1–4