Sparse Vector Autoregressive Modeling

DOI10.1080/10618600.2015.1092978MaRDI QIDQ110389WikidataFDO

Authors Richard A. Davis, Pengfei Zang, Tian Zheng

Publication date 1 October 2016

Published in Journal of Computational and Graphical Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10618600.2015.1092978

Cited in

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• fsMTS

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