Instruct: Identify the main and secondary category of Arxiv papers based on the titles
Query: Regularized Estimation of High-Dimensional Vector AutoRegressions with
  Weakly Dependent Innovations
23
The categories of this paper are: solv-int
3
The categories of this paper are: physics
17
The categories of this paper are: q-fin
7
The categories of this paper are: hep-th
4
The categories of this paper are: cond-mat
1
The categories of this paper are: cs
36
The categories of this paper are: cmp-lg
20
The categories of this paper are: acc-phys
32
The categories of this paper are: atom-ph
11
The categories of this paper are: hep-lat
29
The categories of this paper are: funct-an
34
The categories of this paper are: chem-ph
9
The categories of this paper are: nlin
28
The categories of this paper are: alg-geom
37
The categories of this paper are: supr-con
5
The categories of this paper are: gr-qc