Multivariate stochastic regression in time series modeling (Q2828607)
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scientific article; zbMATH DE number 6643451
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multivariate stochastic regression in time series modeling |
scientific article; zbMATH DE number 6643451 |
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Multivariate stochastic regression in time series modeling (English)
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26 October 2016
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multivariate stochastic regression
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orthogonal greedy algorithm
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rank selection
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sparsity
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time series
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