Low Rank and Structured Modeling of High-Dimensional Vector Autoregressions (Q125764)

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scientific article
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Low Rank and Structured Modeling of High-Dimensional Vector Autoregressions
scientific article

    Statements

    volume
    67
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    issue
    5
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    page(s)
    1207-1222
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    publication date
    March 2019
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    author
    Sumanta Basu
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    Xianqi Li
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    George Michailidis
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