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"Penalized Estimation of Sparse Markov Regime-Switching Vector ..."

Gilberto Chávez-Martínez et al. (2023)

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DOI: 10.1080/00401706.2023.2201336

access: closed

type: Journal Article

metadata version: 2023-11-28

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  - journals/technometrics/ChavezMartinezAKA23
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Gilberto Chávez-Martínez, Ankush Agarwal, Abbas Khalili, Syed Ejaz Ahmed:
Penalized Estimation of Sparse Markov Regime-Switching Vector Auto-Regressive Models. Technometrics 65(4): 553-563 (2023)

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