Multivariate Low-Rank State-Space Model with SPDE Approach for High-Dimensional Data

Fuente: arXiv

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Bibliographic Details
Main Authors:	Rodeschini, Jacopo, Tedesco, Lorenzo, Finazzi, Francesco, Otto, Philipp, Fassò, Alessandro
Format:	Preprint
Published:	2025
Subjects:	Methodology Applications 62M10, 62H11, 62M30, 62P12, 65C20
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2509.12825