@article{estimatingstructuredvectorautoregressive,
  title = {Estimating Structured Vector Autoregressive Model},
  author = {Igor Melnyk and Arindam Banerjee},
  year = {2016},
  eprint = {1602.06606},
  archivePrefix = {arXiv},
  url = {http://arxiv.org/abs/1602.06606v2},
}