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Joint Mean-Vector and Var-Matrix estimation for Locally Stationary VAR(1) processes. (arXiv:2104.11358v1 [stat.ME]) http://arxiv.org/abs/2104.11358
Joint Mean-Vector and Var-Matrix estimation for Locally Stationary VAR(1) processes. (arXiv:2104.11358v1 [stat.ME]) http://arxiv.org/abs/2104.11358