Spatially multi-scale dynamic factor modeling via sparse estimation (Q4997083)
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scientific article; zbMATH DE number 7363751
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Spatially multi-scale dynamic factor modeling via sparse estimation |
scientific article; zbMATH DE number 7363751 |
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Spatially multi-scale dynamic factor modeling via sparse estimation (English)
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28 June 2021
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spatially multiscale structure
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dynamic factor model
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adaptive graph Lasso
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block coordinate descent algorithm
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EM algorithm
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