Hierarchical Regularizers for Mixed-Frequency Vector Autoregressions. - Alain Hecq; Marie Ternes; Ines Wilms (J. Comput. Graph. Stat., 2022)

Optimization of the generalized covariance estimator in noncausal processes. - Gianluca Cubadda; Francesco Giancaterini; Alain Hecq; Joann Jasiak (Stat. Comput., 2024)