"Low Rank and Structured Modeling of High-Dimensional Vector Autoregressions."

Sumanta Basu, Xianqi Li, George Michailidis (2019)

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DOI: 10.1109/TSP.2018.2887401

access: closed

type: Journal Article

metadata version: 2025-01-19

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Sumanta Basu, Xianqi Li, George Michailidis:
Low Rank and Structured Modeling of High-Dimensional Vector Autoregressions. IEEE Trans. Signal Process. 67(5): 1207-1222 (2019)

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