@article{modelinghighdimensionaldependentdatain,
  title = {Modeling High-Dimensional Dependent Data in the Presence of Many Explanatory Variables and Weak Signals},
  author = {Zhaoxing Gao and Ruey S. Tsay},
  year = {2024},
  eprint = {2412.04736},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2412.04736v1},
}