Regularized Estimation of High-Dimensional Matrix-Variate Autoregressive Models

Fuente: arXiv

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Bibliographic Details
Main Authors:	Jiang, Hangjin, Shen, Baining, Li, Yuzhou, Gao, Zhaoxing
Format:	Preprint
Published:	2024
Subjects:	Methodology
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2410.11320