Community network auto-regression for high-dimensional time series (Q6108298)

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scientific article; zbMATH DE number 7704491
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Community network auto-regression for high-dimensional time series
scientific article; zbMATH DE number 7704491

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    Community network auto-regression for high-dimensional time series (English)
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    29 June 2023
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    network autoregression
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    community structure
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    common latent factors
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    high-dimensional time series
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    VAR model
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