Login / Signup
Penalized Estimation of Sparse Markov Regime-Switching Vector Auto-Regressive Models.
Gilberto Chávez-Martínez
Ankush Agarwal
Abbas Khalili
Syed Ejaz Ahmed
Published in:
Technometrics (2023)
Keyphrases
</>
autoregressive
moving average
maximum likelihood
multiscale
markov chain
model selection
non stationary
statistical models
state space model
random field models
computer vision
high dimensional
least squares
parameter estimation
sparse matrix
arima model