@article{TUW-240925, author = {Jung, Alexander and Hannak, Gabor and G{\"o}rtz, Norbert}, title = {Graphical LASSO based Model Selection for Time Series}, journal = {IEEE Signal Processing Letters}, year = {2015}, volume = {22}, pages = {1781--1785}, doi = {10.1109/LSP.2015.2425434}, keywords = {Gaussian process, conditional independence graph, discrete time process, graphical LASSO, graphical model selection, ADMM, sparsity} }