High-dimensional dynamic systems identification with additional constraints
type: Item
instance of: scholarly article
title: High-dimensional dynamic systems identification with additional constraints
DOI: 10.1080/03610926.2020.1836219
author: Junlin Li
publication date: 2022-08-01T00:00:00Z
full work available at URL: https://arxiv.org/abs/1912.09767
Mathematics Subject Classification ID: 62-XX
zbMATH DE Number: 7565485
zbMATH Keywords: system identification
zbMATH Keywords: low-rank recovery
zbMATH Keywords: nuclear-norm minimization
zbMATH Keywords: VARX model
zbMATH Keywords: high-dimensional statistical inference
MaRDI profile type: Publication
OpenAlex ID: W3103586086
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published in: Communications in Statistics: Theory and Methods
description: scientific article; zbMATH DE number 7565485