High-dimensional structure learning of sparse vector autoregressive models using fractional marginal pseudo-likelihood
Crossref DOI link: https://doi.org/10.1007/s11222-021-10049-z
Published Online: 2021-09-17
Published Print: 2021-11
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Suotsalo, Kimmo http://orcid.org/0000-0001-7420-1938
Xu, Yingying
Corander, Jukka
Pensar, Johan
Funding for this research was provided by:
RIKEN Special Postdoctoral Researcher Program
Text and Data Mining valid from 2021-09-17
Version of Record valid from 2021-09-17
Article History
Received: 2 November 2020
Accepted: 22 August 2021
First Online: 17 September 2021