Corrections to “Low Rank and Structured Modeling of High-Dimensional Vector Autoregressions” [Mar 19 1207-1222]

DOI10.1109/TSP.2019.2900083zbMath1415.94052MaRDI QIDQ4631486

Xianqi Li, George Michailidis, Sumanta Basu

Publication date: 29 March 2019

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

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Ridge regression; shrinkage estimators (Lasso) (62J07) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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