High-Dimensional Multivariate Time Series With Additional Structure

Keyphrases

• Multivariate Time Series 100%
• Statistical Errors 75%
• Spatial Structure 50%
• Computing Time 50%
• Parameter Estimation 25%
• Model Assumptions 25%
• Prediction Error 25%
• Air Pollution 25%
• Estimation Approaches 25%
• High-dimensional Setting 25%
• Timing Error 25%
• Vector Autoregressive Process 25%
• High-dimensional Vectors 25%

Mathematics

• Statistical Error 100%
• Autoregressive Model 33%
• Supplementary Material 33%
• Prediction Error 33%
• Dimensional Vector 33%
• Estimation Approach 33%