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1
vote
0answers
40 views
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.
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2
votes
2answers
99 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 ...
