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"Estimation of banded time-varying precision matrix based on SCAD and group ..."
Xiaonan Zhu, Yu Chen, Jie Hu (2024)
- Xiaonan Zhu, Yu Chen, Jie Hu:
Estimation of banded time-varying precision matrix based on SCAD and group lasso. Comput. Stat. Data Anal. 189: 107849 (2024)
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