Zekun Xu, Ye Liu. A Regularized Vector Autoregressive Hidden Semi-Markov model, with Application to Multivariate Financial Data. In Eric Bell, Fazel Keshtkar, editors, Proceedings of the Thirty-Fourth International Florida Artificial Intelligence Research Society Conference, North Miami Beach, Florida, USA, May 17-19, 2021. 2021. [doi]
Abstract is missing.