Structural inference in sparse high-dimensional vector autoregressions
Sign Up to like & getrecommendations! Published in 2022 at "Journal of Econometrics"
DOI: 10.1016/j.jeconom.2022.01.003
Abstract: We consider statistical inference for impulse responses in sparse, structural high-dimensional vector autoregressive (SVAR) systems. We introduce consistent estimators of impulse responses in the high-dimensional setting and suggest valid inference procedures for the same parameters.… read more here.
Keywords: structural inference; inference; dimensional vector; impulse responses ... See more keywords
Experimental investigations on two potential sound diffuseness measures in enclosures
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DOI: 10.1121/1.4988336
Abstract: This study investigates two different approaches to measure sound field diffuseness in enclosures from monophonic room impulse responses. One approach quantifies sound field diffuseness in enclosures by calculating the kurtosis of the pressure samples of… read more here.
Keywords: impulse responses; sound field; diffuseness; room impulse ... See more keywords