Regularization in Regime-Switching Gaussian Autoregressive Models

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  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 TypeBook Chapter
AuthorsKhalili, A, Chen, J, Stephens, DA