Regularization in Regime-Switching Gaussian Autoregressive Models

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Regularization in Regime-Switching Gaussian Autoregressive Models

TitleRegularization in Regime-Switching Gaussian Autoregressive Models
Publication TypeBook Chapter
Year of Publication2016
AuthorsKhalili, A, Chen, J, Stephens, DA
Book TitleAdvanced Statistical Methods in Data Science
Pagination13–34
PublisherSpringer Singapore