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Low Rank and Structured Modeling of High-Dimensional Vector Autoregressions - MaRDI portal

Low Rank and Structured Modeling of High-Dimensional Vector Autoregressions

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Publication:125764

DOI10.1109/tsp.2018.2887401WikidataQ128644737 ScholiaQ128644737MaRDI QIDQ125764

Xianqi Li, George Michailidis, Sumanta Basu

Publication date: March 2019

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)




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