Rank-R matrix autoregressive models for modeling spatio-temporal data

DOI10.4310/23-sii812MaRDI QIDQ6560764

Nan-Jung Hsu, Ruey S. Tsay, Hsin-Cheng Huang, Tzu-Chieh Kao

Publication date: 24 June 2024

Published in: Statistics and Its Interface (Search for Journal in Brave)

zbMATH Keywords

singular value decompositionBayesian information criterionKronecker productlow-rank approximationalternating direction method of multipliersnonstationary spatial modelmatrix-variate time series

Mathematics Subject Classification ID

Statistics (62-XX)

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