A sparsity-controlled vector autoregressive model

  1. Carrizosa, E.
  2. Olivares-Nadal, A.V.
  3. Ramírez-Cobo, P.
Journal:
Biostatistics

ISSN: 1468-4357,  1465-4644

Year of publication: 2017

Volume: 18

Issue: 2

Pages: 244-259

Type: Article

DOI: 10.1093/BIOSTATISTICS/KXW042 GOOGLE SCHOLAR lock_openOpen access editor
Data source: Scopus