"High-dimensional structure learning of sparse vector autoregressive models ..."

Kimmo Suotsalo et al. (2021)

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DOI: 10.1007/S11222-021-10049-Z

access: open

type: Journal Article

metadata version: 2023-02-28

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Kimmo Suotsalo, Yingying Xu, Jukka Corander, Johan Pensar:
High-dimensional structure learning of sparse vector autoregressive models using fractional marginal pseudo-likelihood. Stat. Comput. 31(6): 73 (2021)

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