Regularized Estimation of High-Dimensional Matrix-Variate Autoregressive Models

Hangjin Jiang; Bo Shen; Yuzhou Li; Zhaoxing Gao

doi:10.5705/ss.202024.0341

ScienceGate Book Chapters

JOURNAL ARTICLE

Regularized Estimation of High-Dimensional Matrix-Variate Autoregressive Models

Hangjin Jiang Bo Shen Yuzhou Li Zhaoxing Gao

Year: 2025 Journal: Statistica Sinica Publisher: Institute of Statistical Science

DOI: 10.5705/ss.202024.0341

Get Full-Text PDF Get Analytical Report

Keywords:

Random variate Autoregressive model Estimation Computer science Econometrics Applied mathematics Matrix (chemical analysis) STAR model Mathematics Statistics Algorithm Autoregressive integrated moving average Time series Economics Random variable

Metrics

Cited By

0.00

FWCI (Field Weighted Citation Impact)

Refs

0.11

Citation Normalized Percentile

Is in top 1%

Is in top 10%

Topics

Neural Networks and Applications

Physical Sciences → Computer Science → Artificial Intelligence

Regularized Estimation of High-Dimensional Matrix-Variate Autoregressive Models

Metrics

Topics

Related Documents

Regularized estimation and testing for high-dimensional multi-block vector-autoregressive models

Regularized covariance matrix estimation in high dimensional approximate factor models

Matrix-Variate Graphical Models for High-Dimensional Neural Recordings

Statistical Inference for High-Dimensional Matrix-Variate Factor Models

Statistical Inference for High-Dimensional Matrix-Variate Factor Models