High-Dimensional Vector Autoregressive Time Series Modeling via Tensor Decomposition (Q5881139)
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scientific article; zbMATH DE number 7661432
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | High-Dimensional Vector Autoregressive Time Series Modeling via Tensor Decomposition |
scientific article; zbMATH DE number 7661432 |
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High-Dimensional Vector Autoregressive Time Series Modeling via Tensor Decomposition (English)
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9 March 2023
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factor model
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high-dimensional time series
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reduced-rank regression
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Tucker decomposition
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variable selection
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