Robust estimation of multivariate time series data based on reduced rank model
Tengteng Xu, Ping Deng, Riquan Zhang, Weihua Zhao
| Year of publication: |
2025
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|---|---|
| Authors: | Xu, Tengteng ; Deng, Ping ; Zhang, Riquan ; Zhao, Weihua |
| Published in: |
Journal of forecasting. - New York, NY : Wiley Interscience, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 44.2025, 2, p. 474-484
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| Subject: | l1 norm | low-rank | multivariate time series data | reduced rank regression | robust estimation | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Robustes Verfahren | Robust statistics | Regressionsanalyse | Regression analysis |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/for.3205 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015374055