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Independent block identification in multivariate time series - MaRDI portal

Independent block identification in multivariate time series (Q4997685)

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scientific article; zbMATH DE number 7364919
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English
Independent block identification in multivariate time series
scientific article; zbMATH DE number 7364919

    Statements

    title
    Independent block identification in multivariate time series (English)
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    author
    Daniela Rodriguez
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    Magno T. F. Severino
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    Mariela Sued
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    Florencia Leonardi
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    publication date
    30 June 2021
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    zbMATH Keywords
    model selection
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    regularized estimator
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    structure estimation
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    dimensionality reduction
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    Identifiers

    DOI
    10.1111/jtsa.12553
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    Mathematics Subject Classification ID
    62M10
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    62M15
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    60G10
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    62P12
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    zbMATH DE Number
    7364919
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    OpenAlex ID
    W3043733496
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    Wikidata QID
    Q101496404
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