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

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

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Publication:122950

DOI10.1080/01621459.2021.1942013MaRDI QIDQ122950

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

Publication date: 9 August 2021

Published in: Journal of the American Statistical Association (Search for Journal in Brave)




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