Hankel low-rank approximation and completion in time series analysis and forecasting: a brief review

DOI10.4310/22-sii735arXiv2206.05103OpenAlexW4286835709MaRDI QIDQ6073456

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Publication date: 16 September 2023

Published in: Statistics and Its Interface (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2206.05103

zbMATH Keywords

matrix completiontime series analysislow-rank approximationnuclear norm

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Statistics (62-XX) Applications of statistics (62P99)

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