Fang Han, Han Liu
Transition Matrix Estimation in High Dimensional Time Series
ICML, 2013.
@inproceedings{ICML-c2-2013-HanL,
author = "Fang Han and Han Liu",
booktitle = "{Proceedings of the 30th International Conference on Machine Learning, Cycle 2}",
ee = "http://jmlr.org/proceedings/papers/v28/han13a.html",
pages = "172--180",
publisher = "{JMLR.org}",
series = "{JMLR Proceedings}",
title = "{Transition Matrix Estimation in High Dimensional Time Series}",
volume = 28,
year = 2013,
}











