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High-dimensional low-rank tensor autoregressive time series modeling - MaRDI portal

High-dimensional low-rank tensor autoregressive time series modeling (Q6152591)

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scientific article; zbMATH DE number 7803925
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High-dimensional low-rank tensor autoregressive time series modeling
scientific article; zbMATH DE number 7803925

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    High-dimensional low-rank tensor autoregressive time series modeling (English)
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    13 February 2024
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    global trade flows
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    high-dimensional time series
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    non-convex tensor regression
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    nuclear norm
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    tensor decomposition
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    tensor-valued time series
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