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Spatially multi-scale dynamic factor modeling via sparse estimation - MaRDI portal

Spatially multi-scale dynamic factor modeling via sparse estimation (Q4997083)

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scientific article; zbMATH DE number 7363751
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English
Spatially multi-scale dynamic factor modeling via sparse estimation
scientific article; zbMATH DE number 7363751

    Statements

    title
    Spatially multi-scale dynamic factor modeling via sparse estimation (English)
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    author
    Takamitsu Araki
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    Shotaro Akaho
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    publication date
    28 June 2021
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    zbMATH Keywords
    spatially multiscale structure
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    dynamic factor model
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    adaptive graph Lasso
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    block coordinate descent algorithm
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    EM algorithm
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    describes a project that uses
    Stem
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    R-INLA
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    spTimer
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    Identifiers

    Mathematics Subject Classification ID
    62J07
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    62H22
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    62M30
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    zbMATH DE Number
    7363751
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    OpenAlex ID
    W3008188882
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