"High-dimensional VAR with low-rank transition."

Pierre Alquier et al. (2020)

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DOI: 10.1007/S11222-020-09929-7

access: closed

type: Journal Article

metadata version: 2023-09-30

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Pierre Alquier, Karine Bertin, Paul Doukhan, Rémy Garnier:
High-dimensional VAR with low-rank transition. Stat. Comput. 30(4): 1139-1153 (2020)

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