"Graphical LASSO based Model Selection for Time Series."

Alexander Jung, Gabor Hannak, Norbert Goertz (2015)

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DOI: 10.1109/LSP.2015.2425434

access: closed

type: Journal Article

metadata version: 2017-06-14

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Alexander Jung, Gabor Hannak, Norbert Goertz:
Graphical LASSO based Model Selection for Time Series. IEEE Signal Process. Lett. 22(10): 1781-1785 (2015)

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