Estimation of a Structural Vector Autoregression Model Using Non-Gaussianity

Aapo Hyvärinen, Kun Zhang, Shohei Shimizu, Patrik O. Hoyer. Estimation of a Structural Vector Autoregression Model Using Non-Gaussianity. Journal of Machine Learning Research, 11:1709-1731, 2010. [doi]

Abstract

Abstract is missing.