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"Sparse seasonal and periodic vector autoregressive modeling."

Changryong Baek, Richard A. Davis, Vladas Pipiras (2017)

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DOI: 10.1016/J.CSDA.2016.09.005

access: closed

type: Journal Article

metadata version: 2020-10-26

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Changryong Baek, Richard A. Davis, Vladas Pipiras:
Sparse seasonal and periodic vector autoregressive modeling. Comput. Stat. Data Anal. 106: 103-126 (2017)

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