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]

@article{HyvarinenZSH10,
  title = {Estimation of a Structural Vector Autoregression Model Using Non-Gaussianity},
  author = {Aapo Hyvärinen and Kun Zhang and Shohei Shimizu and Patrik O. Hoyer},
  year = {2010},
  url = {http://portal.acm.org/citation.cfm?id=1859907},
  researchr = {https://researchr.org/publication/HyvarinenZSH10},
  cites = {0},
  citedby = {0},
  journal = {Journal of Machine Learning Research},
  volume = {11},
  pages = {1709-1731},
}