Ghosh, Satyajit, Khare, Kshitij, and Michailidis, George. Strong selection consistency of Bayesian vector autoregressive models based on a pseudo-likelihood approach. Retrieved from https://par.nsf.gov/biblio/10311626. The Annals of Statistics 49.3 Web. doi:10.1214/20-AOS1992.
Ghosh, Satyajit, Khare, Kshitij, & Michailidis, George. Strong selection consistency of Bayesian vector autoregressive models based on a pseudo-likelihood approach. The Annals of Statistics, 49 (3). Retrieved from https://par.nsf.gov/biblio/10311626. https://doi.org/10.1214/20-AOS1992
Ghosh, Satyajit, Khare, Kshitij, and Michailidis, George.
"Strong selection consistency of Bayesian vector autoregressive models based on a pseudo-likelihood approach". The Annals of Statistics 49 (3). Country unknown/Code not available. https://doi.org/10.1214/20-AOS1992.https://par.nsf.gov/biblio/10311626.
@article{osti_10311626,
place = {Country unknown/Code not available},
title = {Strong selection consistency of Bayesian vector autoregressive models based on a pseudo-likelihood approach},
url = {https://par.nsf.gov/biblio/10311626},
DOI = {10.1214/20-AOS1992},
abstractNote = {},
journal = {The Annals of Statistics},
volume = {49},
number = {3},
author = {Ghosh, Satyajit and Khare, Kshitij and Michailidis, George},
}
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