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Minimax Estimation of Partially-Observed Vector AutoRegressions - MaRDI portal

Minimax Estimation of Partially-Observed Vector AutoRegressions (Q6370533)

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preprint article from arXiv
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English
Minimax Estimation of Partially-Observed Vector AutoRegressions
preprint article from arXiv

    Statements

    17 June 2021
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    eess.SP
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    math.ST
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    stat.ME
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    stat.ML
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    stat.TH
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    Guillaume Dalle
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    Yohann de Castro
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    Identifiers

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