Matrix Autoregressive Time Series With Reduced‐Rank and Sparse Structural Constraints.
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| Title: | Matrix Autoregressive Time Series With Reduced‐Rank and Sparse Structural Constraints. |
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| Authors: | Wang, Xiaohang1 (AUTHOR), Xin, Ling2 (AUTHOR) elainexin@uic.edu.cn, Yu, Philip L. H.1 (AUTHOR) |
| Source: | Journal of Forecasting. Dec2025, Vol. 44 Issue 8, p2442-2458. 17p. |
| Database: | Mathematics Source |
| ISSN: | 02776693 |
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| DOI: | 10.1002/for.70019 |
