Estimation of stationary autoregressive models with the Bayesian LASSO
| Year of publication: |
2013
|
|---|---|
| Authors: | Schmidt, Daniel F. ; Makalic, Enes |
| Published in: |
Journal of time series analysis. - Oxford : Wiley-Blackwell, ISSN 0143-9782, ZDB-ID 7966258. - Vol. 34.2013, 5, p. 517-531
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