Basu, Sumanta; Shojaie, Ali; Michailidis, George Network Granger causality with inherent grouping structure. (English) Zbl 1360.62312 J. Mach. Learn. Res. 16, 417-453 (2015). MSC: 62H30 62H20 62J07 62M10 62P10 62P20 62A09 PDFBibTeX XMLCite \textit{S. Basu} et al., J. Mach. Learn. Res. 16, 417--453 (2015; Zbl 1360.62312) Full Text: arXiv Link
Basu, Sumanta; Michailidis, George Regularized estimation in sparse high-dimensional time series models. (English) Zbl 1317.62067 Ann. Stat. 43, No. 4, 1535-1567 (2015). MSC: 62M10 62J99 62M15 PDFBibTeX XMLCite \textit{S. Basu} and \textit{G. Michailidis}, Ann. Stat. 43, No. 4, 1535--1567 (2015; Zbl 1317.62067) Full Text: DOI arXiv Euclid