Statistical Estimation of High-Dimensional Vector Autoregressive Models.

Jonas Krampe Efstathios Paparoditis

Published in: CoRR (2020)

Keyphrases

statistical estimation
autoregressive model
high dimensional
dimensionality reduction
low dimensional
autoregressive
wavelet analysis
continuous valued
similarity search
wavelet domain
multiscale
feature space
feature vectors
high dimensional data
higher order