Work

Robust Estimation of Multivariate Time Series Data Based on Reduced Rank Model

Year: 2024

Type: article

Source: Journal of Forecasting

DOI: 10.1002/for.3205

Authors: Tengteng Xu, Ping Deng, Riquan Zhang, Weihua Zhao

Institutions: Nantong University, Shanghai University of International Business and Economics

Language: English

Topic: Advanced Statistical Methods and Models

Subfield: Statistics and Probability

Field: Mathematics

Domain: Physical Sciences

Open Access status: closed

Funders: National Natural Science Foundation of China, National Social Science Fund of China

Awards: G2080979032, G7538940754

OpenAlex ID: W4403773369

FWCI:

Cites: 30

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Related to: 10