@article{chavezmartinez2023penalized,
author = {Chavez-Martinez, Gilberto and Agarwal, Ankush and Khalili, Abbas and Ahmed, Syed Ejaz},
title = {Penalized Estimation of Sparse {M}arkov Regime-Switching Vector Auto-Regressive Models},
journal = {Technometrics},
volume = {65},
number = {4},
pages = {553-563},
year = {2023},
publisher = {Taylor & Francis},
doi = {10.1080/00401706.2023.2201336},
URL = {https://doi.org/10.1080/00401706.2023.2201336},
eprint = {https://doi.org/10.1080/00401706.2023.2201336}
}