Autoregressive models for matrix-valued time series (Q109413): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 08:59, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Autoregressive models for matrix-valued time series |
scientific article |
Statements
222
0 references
1
0 references
539-560
0 references
May 2021
0 references
24 March 2021
0 references
Autoregressive models for matrix-valued time series (English)
0 references
autoregressive
0 references
bilinear
0 references
economic indicators
0 references
Kronecker product
0 references
multivariate time series
0 references
matrix-valued time series
0 references
nearest Kronecker product projection
0 references
prediction
0 references
