@article{probabilisticreduceddimensionalvector1, title = {Probabilistic Reduced-Dimensional Vector Autoregressive Modeling with Oblique Projections}, author = {Yanfang Mo and S. Joe Qin}, year = {2024}, eprint = {2401.07206}, archivePrefix = {arXiv}, url = {https://arxiv.org/abs/2401.07206v1}, }