Time series graphical lasso and sparse VAR estimation
Dallakyan, Aramayis, Kim, Rakheon, Pourahmadi, Mohsen
Published in Computational statistics & data analysis (01.12.2022)
Published in Computational statistics & data analysis (01.12.2022)
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Journal Article
Positive-definite thresholding estimators of covariance matrices with zeros
Kim, Rakheon, Pourahmadi, Mohsen, Garcia, Tanya P.
Published in Journal of multivariate analysis (01.09.2023)
Published in Journal of multivariate analysis (01.09.2023)
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Journal Article