@article {9396,
	title = {Sparse transition matrix estimation for high-dimensional and locally stationary vector autoregressive models},
	journal = {Electronic Journal of Statistics},
	volume = {11},
	year = {2017},
	pages = {3871{\textendash}3902},
	author = {Ding, Xin and Qiu, Ziyi and Chen, Xiaohui}
}
