"Autoregressive process modeling via the Lasso procedure."

Y. Nardi, A. Rinaldo (2011)

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DOI: 10.1016/J.JMVA.2010.10.012

access: open

type: Journal Article

metadata version: 2021-02-17

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Y. Nardi, A. Rinaldo:
Autoregressive process modeling via the Lasso procedure. J. Multivar. Anal. 102(3): 528-549 (2011)

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