Envelope Matrix Autoregressive Models
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Cites work
- A Bayesian approach for envelope models
- A Comprehensive Bayesian Framework for Envelope Models
- A direct estimation of high dimensional stationary vector autoregressions
- A Review of Envelope Models
- A semiparametric approach for modelling multivariate nonlinear time series
- An introduction to envelopes. Dimension reduction for efficient estimation in multivariate statistics
- An optimal statistical and computational framework for generalized tensor estimation
- Asymptotic Theory of Overparameterized Structural Models
- Asymptotics of AIC, BIC, and RMSEA for model selection in structural equation modeling
- Autoregressive models for matrix-valued time series
- Bayesian analysis of matrix normal graphical models
- Canonical correlation analysis and reduced rank regression in autoregressive models
- Canonical correlation for principal components of time series
- Constrained Factor Models for High-Dimensional Matrix-Variate Time Series
- Convex regularization for high-dimensional multiresponse tensor regression
- Dimension reduction for the conditional mean and variance functions in time series
- Elements of multivariate time series analysis.
- Envelope models for parsimonious and efficient multivariate linear regression
- Envelopes and Partial Least Squares Regression
- Envelopes and reduced-rank regression
- Envelopes for elliptical multivariate linear regression
- Factor Models for High-Dimensional Tensor Time Series
- Factor models for matrix-valued high-dimensional time series
- Finite-time analysis of vector autoregressive models under linear restrictions
- Foundations for envelope models and methods
- Heteroscedastic modelling via the autoregressive conditional variance subspace
- High dimensional stochastic regression with latent factors, endogeneity and nonlinearity
- High-dimensional low-rank tensor autoregressive time series modeling
- High-dimensional posterior consistency in Bayesian vector autoregressive models
- High-Dimensional Vector Autoregressive Time Series Modeling via Tensor Decomposition
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- Title not available (Why is no real title available?)
- Inner envelopes: efficient estimation in multivariate linear regression
- Low Rank and Structured Modeling of High-Dimensional Vector Autoregressions
- Matrix Variate Regressions and Envelope Models
- Matrix-variate time series analysis: a brief review and some new developments
- Model Selection and Estimation in Regression with Grouped Variables
- Modeling and Learning on High-Dimensional Matrix-Variate Sequences
- Modeling High-Dimensional Time Series: A Factor Model With Dynamically Dependent Factors and Diverging Eigenvalues
- Modeling Multiple Times Series with Applications
- Modelling matrix time series via a tensor CP-decomposition
- Multilinear tensor regression for longitudinal relational data
- Multivariate Reduced-Rank Regression
- Multivariate time series analysis. With R and financial applications
- Network vector autoregression
- New parsimonious multivariate spatial model: spatial envelope
- On a matrix-valued autoregressive model
- On dimension folding of matrix- or array-valued statistical objects
- Oracle inequalities for high dimensional vector autoregressions
- Partial Envelope and Reduced-Rank Partial Envelope Vector Autoregressive Models
- Partial envelopes for efficient estimation in multivariate linear regression
- Principal component analysis for second-order stationary vector time series
- Projected estimation for large-dimensional matrix factor models
- Rank determination in tensor factor model
- Rank estimation in reduced-rank regression
- Reduced rank models for multiple time series
- Reduced-Rank Envelope Vector Autoregressive Model
- Regularized estimation and testing for high-dimensional multi-block vector-autoregressive models
- Regularized estimation in sparse high-dimensional time series models
- Regularized estimation of high-dimensional factor-augmented vector autoregressive (FAVAR) models
- Regularized Matrix Regression
- Response envelopes for linear coregionalization models
- Scaled envelope models for multivariate time series
- Sparse envelope model: efficient estimation and response variable selection in multivariate linear regression
- Sparse Matrix Graphical Models
- Sparse tensor additive regression
- Stacking-based neural network for nonlinear time series analysis
- Strong selection consistency of Bayesian vector autoregressive models based on a pseudo-likelihood approach
- Structured Lasso for regression with matrix covariates
- Tensor clustering with planted structures: statistical optimality and computational limits
- Tensor Regression with Applications in Neuroimaging Data Analysis
- Tensor-on-Tensor Regression
- The Adaptive Lasso and Its Oracle Properties
- Vec and vech operators for matrices, with some uses in jacobians and multivariate statistics
- Vector autoregression and envelope model
- Wavelet analysis of matrix–valued time–series
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