Estimation of non-Gaussian SVAR using tensor singular value decomposition
Alain Guay, Dalibor Stevanovic
| Year of publication: |
[2025]
|
|---|---|
| Authors: | Guay, Alain ; Stevanović, Dalibor |
| Publisher: |
[Montréal] : CIRANO |
| Subject: | Non-Gaussian SVAR | tensor decomposition | cumulants | VAR-Modell | VAR model | Dekompositionsverfahren | Decomposition method | Theorie | Theory | Stochastischer Prozess | Stochastic process | Schätzung | Estimation |
| Extent: | 1 Online-Ressource (circa 4 Seiten) |
|---|---|
| Series: | Cahier scientifique. - [Montréal] : [CIRANO], ISSN 2292-0838, ZDB-ID 3019840-9. - Vol. 2025s, 26 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Notes: | Volltext nicht verfügbar |
| Other identifiers: | 10.54932/SLSG2852 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015453129