Kimmo Suotsalo, Yingying Xu, Jukka Corander, Johan Pensar. High-dimensional structure learning of sparse vector autoregressive models using fractional marginal pseudo-likelihood. Statistics and Computing, 31(6):73, 2021. [doi]
@article{SuotsaloXCP21, title = {High-dimensional structure learning of sparse vector autoregressive models using fractional marginal pseudo-likelihood}, author = {Kimmo Suotsalo and Yingying Xu and Jukka Corander and Johan Pensar}, year = {2021}, doi = {10.1007/s11222-021-10049-z}, url = {https://doi.org/10.1007/s11222-021-10049-z}, researchr = {https://researchr.org/publication/SuotsaloXCP21}, cites = {0}, citedby = {0}, journal = {Statistics and Computing}, volume = {31}, number = {6}, pages = {73}, }