Graphical LASSO based Model Selection for Time Series

IEEE Signal Processing Letters 2015 / 10 Vol. 22; Iss. 10

Graphical LASSO based Model Selection for Time Series

Jung, Alexander, Hannak, Gabor, Goertz, Norbert
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Volume:
22
Language:
english
Journal:
IEEE Signal Processing Letters
DOI:
10.1109/LSP.2015.2425434
Date:
October, 2015
File:
PDF, 1015 KB
english, 2015
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