BibTeX record journals/jmlr/NicholsonWBM20

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@article{DBLP:journals/jmlr/NicholsonWBM20,
  author       = {William B. Nicholson and
                  Ines Wilms and
                  Jacob Bien and
                  David S. Matteson},
  title        = {High Dimensional Forecasting via Interpretable Vector Autoregression},
  journal      = {J. Mach. Learn. Res.},
  volume       = {21},
  pages        = {166:1--166:52},
  year         = {2020}
}

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