Penalized Estimation of Sparse Markov Regime-Switching Vector Auto-Regressive Models
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Publication:6631165
DOI10.1080/00401706.2023.2201336MaRDI QIDQ6631165
S. Ejaz Ahmed, Unnamed Author, Abbas Khalili, Ankush Agarwal
Publication date: 31 October 2024
Published in: Technometrics (Search for Journal in Brave)
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