Instruct: Identify the main and secondary category of Arxiv papers based on the titles
Query: Sparse transition matrix estimation for high-dimensional and locally
  stationary vector autoregressive models
27
The categories of this paper are: comp-gas
0
The categories of this paper are: hep-ph
11
The categories of this paper are: hep-lat
29
The categories of this paper are: funct-an
31
The categories of this paper are: ao-sci
4
The categories of this paper are: cond-mat
5
The categories of this paper are: gr-qc
32
The categories of this paper are: atom-ph
15
The categories of this paper are: nucl-ex
10
The categories of this paper are: q-bio
35
The categories of this paper are: mtrl-th
8
The categories of this paper are: hep-ex
17
The categories of this paper are: q-fin
30
The categories of this paper are: q-alg
23
The categories of this paper are: solv-int
14
The categories of this paper are: math-ph