High-Dimensional Vector Autoregressive Time Series Modeling via Tensor Decomposition
Year of publication: |
2019
|
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Authors: | Wang, Di |
Other Persons: | Lian, Heng (contributor) ; Zheng, Yao (contributor) ; Li, Guodong (contributor) |
Publisher: |
[2019]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Zeitreihenanalyse | Time series analysis | VAR-Modell | VAR model |
Extent: | 1 Online-Ressource (46 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 14, 2019 erstellt |
Other identifiers: | 10.2139/ssrn.3453802 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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