bigtime: Sparse Estimation of Large Time Series Models

Ines Wilms, Sumanta Basu, David S. Matteson, Jacob Bien, William Nicholson, Enrico Wegner

Research output: Non-textual / digital / web - outputs › Software › Academic

1 Article

1 results

2023

Sparse Identification and Estimation of Large-Scale Vector AutoRegressive Moving Averages
Wilms, I., Basu, S., Bien, J. & S. Matteson, D., 2 Jan 2023, In: Journal of the American Statistical Association. 118, 541, p. 571-582 12 p.
Research output: Contribution to journal › Article › Academic › peer-review