Regularization in regime-switching Gaussian autoregressive models

Subscribe to email list

Please select the email list(s) to which you wish to subscribe.

User menu

You are here

  1. Department of Statistics
  2. Regularization in regime-switching Gaussian autoregressive models

Regularization in regime-switching Gaussian autoregressive models

TitleRegularization in regime-switching Gaussian autoregressive models
Publication TypeJournal Article
AuthorsKhalili, A, Chen, J, ,