On constrained estimation of graphical time series models
type: Item
instance of: scholarly article
title: On constrained estimation of graphical time series models
zbMATH Open document ID: 1469.62172
author: T. P. Yuen
author: Heung Wong
author: Ka Fai Cedric Yiu
published in: Computational Statistics and Data Analysis
publication date: 2018-08-20T00:00:00Z
Mathematics Subject Classification ID: 62-08
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62M15
Mathematics Subject Classification ID: 62P12
zbMATH DE Number: 6920878
zbMATH Keywords: graphical models
zbMATH Keywords: time series
zbMATH Keywords: estimation
zbMATH Keywords: optimization
zbMATH Keywords: air pollution
describes a project that uses: glasso
describes a project that uses: SDPT3
describes a project that uses: SeDuMi
describes a project that uses: MIM
MaRDI profile type: Publication
full work available at URL: j.csda.2018.01.019
OpenAlex ID: W2793315045
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DOI: 10.1016/J.CSDA.2018.01.019
description: scientific article; zbMATH DE number 6920878