High-dimensional VAR with low-rank transition
Crossref DOI link: https://doi.org/10.1007/s11222-020-09929-7
Published Online: 2020-03-16
Published Print: 2020-07
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Alquier, Pierre
Bertin, Karine
Doukhan, Paul http://orcid.org/0000-0001-6170-7008
Garnier, Rémy
Text and Data Mining valid from 2020-03-16
Version of Record valid from 2020-03-16
Article History
Received: 3 May 2019
Accepted: 6 February 2020
First Online: 16 March 2020