Time series graphical lasso and sparse VAR estimation. - Aramayis Dallakyan; Rakheon Kim; Mohsen Pourahmadi (Comput. Stat. Data Anal., 2022)

Positive-definite thresholding estimators of covariance matrices with zeros. - Rakheon Kim; Mohsen Pourahmadi; Tanya P. Garcia (J. Multivar. Anal., 2023)