Estimating Structured Vector Autoregressive Model

21 February 2016

Papers citing "Estimating Structured Vector Autoregressive Model"

3 / 3 papers shown

Title
Transfer Learning for High-dimensional Reduced Rank Time Series Models Mingliang Ma Abolfazl Safikhani AI4TS 47 0 0 22 Apr 2025
Machine Learning Advances for Time Series Forecasting Ricardo P. Masini M. C. Medeiros Eduardo F. Mendes AI4TS 26 273 0 23 Dec 2020
$High-dimensional structure learning of sparse vector autoregressive models using fractional marginal pseudo-likelihood$ High-dimensional structure learning of sparse vector autoregressive models using fractional marginal pseudo-likelihood Kimmo Suotsalo Y. Xu J. Corander J. Pensar 19 3 0 03 Nov 2020