Sparse Identification and Estimation of Large-Scale Vector AutoRegressive Moving Averages (Q6107231)
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scientific article; zbMATH DE number 7706012
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sparse Identification and Estimation of Large-Scale Vector AutoRegressive Moving Averages |
scientific article; zbMATH DE number 7706012 |
Statements
Sparse Identification and Estimation of Large-Scale Vector AutoRegressive Moving Averages (English)
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3 July 2023
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forecasting
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identifiability
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multivariate time series
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sparse estimation
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VARMA
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