"Time series graphical lasso and sparse VAR estimation."

Aramayis Dallakyan, Rakheon Kim, Mohsen Pourahmadi (2022)

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DOI: 10.1016/J.CSDA.2022.107557

access: closed

type: Journal Article

metadata version: 2022-09-22

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Aramayis Dallakyan, Rakheon Kim, Mohsen Pourahmadi:
Time series graphical lasso and sparse VAR estimation. Comput. Stat. Data Anal. 176: 107557 (2022)

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