Supervised factor modeling for high-dimensional linear time series (Q6969774)
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scientific article; zbMATH DE number 8054460
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| English | Supervised factor modeling for high-dimensional linear time series |
scientific article; zbMATH DE number 8054460 |
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Supervised factor modeling for high-dimensional linear time series (English)
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19 June 2025
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dimension reduction
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high-dimensional time series
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infinite-order VAR
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tensor decomposition
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weak group sparsity
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