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, }