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Multivariate spatiotemporal models with low rank coefficient matrix - MaRDI portal

Multivariate spatiotemporal models with low rank coefficient matrix (Q6664672)

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scientific article; zbMATH DE number 7968536
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Multivariate spatiotemporal models with low rank coefficient matrix
scientific article; zbMATH DE number 7968536

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    Multivariate spatiotemporal models with low rank coefficient matrix (English)
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    16 January 2025
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    multivariate spatiotemporal model
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    reduced-rank regression
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    quasi-maximum likelihood estimation
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    ridge-type ratio estimator
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