Mixture matrix-valued autoregressive model

DOI10.1016/J.JECONOM.2026.106245MaRDI QIDQ7287041zbMATH OpenFDO

Authors Fei Wu, Kung-Sik Chan

Publication date 23 June 2026

Published in Journal of Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.JECONOM.2026.106245

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

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