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

DOI10.1080/01621459.2021.1942013MaRDI QIDQ122950FDO

Authors Ines Wilms, David S. Matteson, Jacob Bien, Sumanta Basu

Publication date 9 August 2021

Published in Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/01621459.2021.1942013

Cited in

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