Sparse Identification and Estimation of Large-Scale Vector AutoRegressive Moving Averages (Q122950)

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    Sparse Identification and Estimation of Large-Scale Vector AutoRegressive Moving Averages
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      118
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      541
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      571-582
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      9 August 2021
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      Ines Wilms
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      David S. Matteson
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      Jacob Bien
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      Sumanta Basu
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