High-dimensional regularized additive matrix autoregressive model (Q6834587)
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scientific article; zbMATH DE number 8180366
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| English | High-dimensional regularized additive matrix autoregressive model |
scientific article; zbMATH DE number 8180366 |
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High-dimensional regularized additive matrix autoregressive model (English)
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31 March 2026
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high-dimensional
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time series
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matrix autoregressive
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alternating block minimization
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