Regularized joint estimation of related vector autoregressive models
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DOI: 10.1016/j.csda.2019.05.007
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Cited by:
- Lai, Wei-Ting & Chen, Ray-Bing & Chen, Ying & Koch, Thorsten, 2022. "Variational Bayesian inference for network autoregression models," Computational Statistics & Data Analysis, Elsevier, vol. 169(C).
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Keywords
Attention deficit hyperactivity disorder; Group lasso; Regularized estimation; Resting-state fMRI; Stability selection; Vector autoregression;All these keywords.
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