Two-way dynamic factor models for high-dimensional matrix-valued time series (Q6627074)
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scientific article; zbMATH DE number 7933967
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| default for all languages | No label defined |
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| English | Two-way dynamic factor models for high-dimensional matrix-valued time series |
scientific article; zbMATH DE number 7933967 |
Statements
Two-way dynamic factor models for high-dimensional matrix-valued time series (English)
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29 October 2024
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autoregression
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dynamic factor model
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high-dimensional data
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matrix-valued time series
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