@inbook {9188,
	title = {Regularization in Regime-Switching Gaussian Autoregressive Models},
	booktitle = {Advanced Statistical Methods in Data Science},
	year = {2016},
	pages = {13{\textendash}34},
	publisher = {Springer Singapore},
	organization = {Springer Singapore},
	author = {Khalili, Abbas and Chen, Jiahua and Stephens, David A}
}
