LSVAR

swMATH44385CRANLSVARMaRDI QIDQ1349573

Estimation of Low Rank Plus Sparse Structured Vector Auto-Regressive (VAR) Model

Peiliang Bai

Last update: 26 May 2021

Copyright license: GNU General Public License, version 2.0

Software version identifier: 1.2

Source code repository: https://github.com/cran/LSVAR

Cites work

• Low Rank and Structured Modeling of High-Dimensional Vector Autoregressions

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