QUARKS: Identification of Large-Scale Kronecker Vector-AutoRegressive Models

DOI10.1109/TAC.2018.2845662zbMath1482.93659arXiv1609.07518OpenAlexW2769500090MaRDI QIDQ4629804

Baptiste Sinquin, Verhaegen, Michel

Publication date: 28 March 2019

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1609.07518

Mathematics Subject Classification ID

Inference from spatial processes (62M30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Identification in stochastic control theory (93E12) Large-scale systems (93A15)

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Autoregressive identification of Kronecker graphical models ⋮ Nonparametric identification of Kronecker networks

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