High-dimensional and banded vector autoregressions (2016)
Attributed to:
Modelling Vast Time Series: Sparsity and Segmentation
funded by
EPSRC
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.1093/biomet/asw046
Publication URI: http://dx.doi.org/10.1093/biomet/asw046
Type: Journal Article/Review
Parent Publication: Biometrika
Issue: 4