"Regularized joint estimation of related vector autoregressive models."

Andrey Skripnikov, George Michailidis (2019)

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DOI: 10.1016/J.CSDA.2019.05.007

access: closed

type: Journal Article

metadata version: 2020-08-02

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Andrey Skripnikov, George Michailidis:
Regularized joint estimation of related vector autoregressive models. Comput. Stat. Data Anal. 139: 164-177 (2019)

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