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1
vote
0answers
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computation complexity of OLS in estimating a VAR model

Could someone tell me the computation cost of using Ordinary least squares in estimating a Vector autoregression model? I am thinking the cost is O(n) where n is the number of the training instance. ...
2
votes
2answers
111 views

efficient mean of solving constrained OLS problems?

I was wondering whether there was a efficient procedure for solving constrained quadratic approximations of the form: $$\underset{k\in \mathbb{R}}{\min}\;||x_i-kx_0||_2$$ for fixed values of ...