Sparse Identification and Estimation of Large-Scale Vector AutoRegressive Moving Averages

Ines Wilms, Sumanta Basu, Jacob Bien^*, David S. Matteson

^*Corresponding author for this work

Research output: Contribution to journal › Article › Academic › peer-review

1 Software

1 results

2021

bigtime: Sparse Estimation of Large Time Series Models
Wilms, I., Basu, S., Matteson, D. S., Bien, J., Nicholson, W. & Wegner, E., 9 Aug 2021
Research output: Non-textual / digital / web - outputs › Software › Academic