High-dimensional dynamic systems identification with additional constraints

DOI10.1080/03610926.2020.1836219MaRDI QIDQ5093707zbMATH OpenOpenAlexFDO

Authors Junlin Li

Publication date 1 August 2022

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1912.09767

zbMATH Keywords

high-dimensional statistical inferencelow-rank recoverynuclear-norm minimizationsystem identificationVARX model

Mathematics Subject Classification ID

Statistics (62-XX)

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Cited in

(1)

• High-Dimensional Dynamic Systems Identification with Additional Constraints

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