Jakob W. Messner, Pierre Pinson (2018). Online adaptive LASSO estimation in Vector Auto Regressive models for wind power forecasting in high dimension. International Journal of Forecasting, in press URL http://pierrepinson.com/docs/MessnerPinson18.pdf

Corresponding BibTeX entry:

    title = {Online Adaptive {LASSO} Estimation in Vector Auto
      Regressive Models for Wind Power Forecasting in High Dimension},
    author = {Jakob W. Messner and Pierre Pinson},
    journal = {International Journal of Forecasting},
    year = {2018},
    pages = {in press},
    url = {http://pierrepinson.com/docs/MessnerPinson18.pdf},