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Time-Varying Autoregression with Low-Rank Tensors - MaRDI portal

Time-Varying Autoregression with Low-Rank Tensors (Q5016785)

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scientific article; zbMATH DE number 7444701
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English
Time-Varying Autoregression with Low-Rank Tensors
scientific article; zbMATH DE number 7444701

    Statements

    title
    Time-Varying Autoregression with Low-Rank Tensors (English)
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    publication date
    14 December 2021
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    zbMATH Keywords
    time series
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    tensor factorization
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    autoregression
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    data-driven model
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    Identifiers

    DOI
    10.1137/20M1338058
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    Mathematics Subject Classification ID
    68Txx
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    62M10
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    37N30
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    15A69
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    47A80
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    zbMATH DE Number
    7444701
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    Wikidata QID
    Q114074199
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