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"Lag selection and estimation of stable parameters for multiple ..."

Somnath Chakraborty, Johannes Lederer, Rainer von Sachs (2023)

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DOI: 10.48550/ARXIV.2303.02114

access: open

type: Informal or Other Publication

metadata version: 2023-03-21

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  - journals/corr/abs-2303-02114
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  - https://dblp.org/rec/journals/corr/abs-2303-02114
Somnath Chakraborty, Johannes Lederer, Rainer von Sachs:
Lag selection and estimation of stable parameters for multiple autoregressive processes through convex programming. CoRR abs/2303.02114 (2023)

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