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  "Description": "The model is high-dimensional vector autoregression with\nmeasurement error, also known as linear gaussian state-space\nmodel. Provable sparse expectation-maximization algorithm is\nprovided for the estimation of transition matrix and noise\nvariances. Global and simultaneous testings are implemented for\ntransition matrix with false discovery rate control. For more\ninformation, see the accompanying paper: Lyu, X., Kang, J., &\nLi, L. (2023). \"Statistical inference for high-dimensional\nvector autoregression with measurement error\", Statistica\nSinica.",
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        "2. Statistical inference",
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