Researchr is a web site for finding, collecting, sharing, and reviewing scientific publications, for researchers by researchers.
Sign up for an account to create a profile with publication list, tag and review your related work, and share bibliographies with your co-authors.
Fang Han, Huanran Lu, Han Liu. A direct estimation of high dimensional stationary vector autoregressions. Journal of Machine Learning Research, 16:3115-3150, 2015. [doi]