@article{statisticalestimationofhighdimensional,
  title = {Statistical Estimation of High-Dimensional Vector Autoregressive Models},
  author = {Jonas Krampe and Efstathios Paparoditis},
  year = {2020},
  eprint = {2006.05345},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2006.05345v1},
}