Fused-Lasso Regularized Cholesky Factors of Large Nonstationary Covariance Matrices of Replicated Time Series Academic Article

authors

• Pourahmadi, Mohsen

published proceedings

• JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS

author list (cited authors)

• Dallakyan, A., & Pourahmadi, M.

citation count

• 0

complete list of authors

• Dallakyan, Aramayis||Pourahmadi, Mohsen

publication date

• January 2023

publisher

• Taylor & Francis  Publisher

published in

• Journal of Computational and Graphical Statistics  Journal

keywords

• Cholesky Factor
• Fused-lasso
• Gaussian Graphical Models
• Nonstationary Covariance Matrices
• Precision Matrices

Digital Object Identifier (DOI)

• 10.1080/10618600.2022.2090367

start page

• 157

end page

• 170

volume

• 32

issue

• 1

URL

• http://dx.doi.org/10.1080/10618600.2022.2090367