@article{aninterpretableandefficientinfiniteorder,
  title = {An Interpretable and Efficient Infinite-Order Vector Autoregressive Model for High-Dimensional Time Series},
  author = {Yao Zheng},
  year = {2022},
  eprint = {2209.01172},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2209.01172v4},
}