Regularized Estimation in High-Dimensional Vector Auto-Regressive Models Using Spatio-Temporal Information (Q6069868)
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scientific article; zbMATH DE number 7767607
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| English | Regularized Estimation in High-Dimensional Vector Auto-Regressive Models Using Spatio-Temporal Information |
scientific article; zbMATH DE number 7767607 |
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Regularized Estimation in High-Dimensional Vector Auto-Regressive Models Using Spatio-Temporal Information (English)
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17 November 2023
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\(l_1\) regularization
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spatio-temporal structure
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vector autoregressive model
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weak sparsity
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