RRRR
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Software:74058
CRANRRRRMaRDI QIDQ74058FDOQ74058
Online Robust Reduced-Rank Regression Estimation
Yangzhuoran Fin Yang, Ziping Zhao
Last update: 24 February 2023
Copyright license: GNU General Public License, version 3.0
Software version identifier: 1.1.1
- Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
- Robust maximum likelihood estimation of sparse vector error correction model
- A Stochastic Successive Minimization Method for Nonsmooth Nonconvex Optimization with Applications to Transceiver Design in Wireless Communication Networks
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