Dynamic mode decompositions and vector autoregressions
From MaRDI portal
Cites work
- A data-driven approximation of the koopman operator: extending dynamic mode decomposition
- Asset Prices in an Exchange Economy
- Centering data improves the dynamic mode decomposition
- Community Preference Fields
- Comparing dynamic equilibrium models to data: a Bayesian approach
- Data-driven science and engineering. Machine learning, dynamical systems, and control
- Forecasting Using Principal Components From a Large Number of Predictors
- Hamiltonian systems and transformations in Hilbert space.
- scientific article; zbMATH DE number 3554206 (Why is no real title available?)
- scientific article; zbMATH DE number 6159604 (Why is no real title available?)
- scientific article; zbMATH DE number 3062534 (Why is no real title available?)
- scientific article; zbMATH DE number 3085482 (Why is no real title available?)
- scientific article; zbMATH DE number 3085483 (Why is no real title available?)
- Inferential Theory for Factor Models of Large Dimensions
- Information projections revisited
- Linear algebra and learning from data
- Maximum Likelihood "Confirmatory" Factor Analysis of Economic Time Series
- Maximum Likelihood Estimation of Misspecified Models
- On dynamic mode decomposition: theory and applications
- Principal components estimation and identification of static factors
- Seasonally and approximation errors in rational expectations models
- WHAT IS...an Information Projection?
This page was built for publication: Dynamic mode decompositions and vector autoregressions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q7317398)
