@article{inferenceofhighdimensionalautoregressive,
  title = {Inference of High-dimensional Autoregressive Generalized Linear Models},
  author = {Eric C. Hall and Garvesh Raskutti and Rebecca Willett},
  year = {2016},
  eprint = {1605.02693},
  archivePrefix = {arXiv},
  url = {http://arxiv.org/abs/1605.02693v2},
}