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}

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