Jitkomut Songsiri, Joachim Dahl, Lieven Vandenberghe. Maximum-likelihood estimation of autoregressive models with conditional independence constraints. In Proceedings of the IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2009, 19-24 April 2009, Taipei, Taiwan. pages 1701-1704, IEEE, 2009. [doi]
Abstract is missing.