"Fused-Lasso Regularized Cholesky Factors of Large Nonstationary Covariance ..."

Aramayis Dallakyan, Mohsen Pourahmadi (2023)

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DOI: 10.1080/10618600.2022.2090367

access: closed

type: Journal Article

metadata version: 2023-08-31

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Aramayis Dallakyan, Mohsen Pourahmadi:
Fused-Lasso Regularized Cholesky Factors of Large Nonstationary Covariance Matrices of Replicated Time Series. J. Comput. Graph. Stat. 32(1): 157-170 (2023)

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