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Numerical methods for rectangular multiparameter eigenvalue problems, with applications to finding optimal ARMA and LTI models.

Michiel E. HochstenbachTomaz KosirBor Plestenjak
Published in: Numer. Linear Algebra Appl. (2024)
Keyphrases
  • numerical methods
  • finding optimal
  • partial differential equations
  • eigenvalue problems
  • model selection
  • complex systems
  • bayesian framework
  • autoregressive
  • dynamic programming