Rank-R matrix autoregressive models for modeling spatio-temporal data

DOI10.4310/23-SII812MaRDI QIDQ6560764zbMATH OpenFDO

Authors Nan-Jung Hsu, Hsin-Cheng Huang, Ruey S. Tsay, Tzu-Chieh Kao

Publication date 24 June 2024

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

zbMATH Keywords

alternating direction method of multiplierssingular value decompositionKronecker productlow-rank approximationBayesian information criterionnonstationary spatial modelmatrix-variate time series

Mathematics Subject Classification ID

Statistics (62-XX)

This page was built for publication: Rank-R matrix autoregressive models for modeling spatio-temporal data

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6560764)