Recent development of high-dimensional time series analysis

MaRDI QIDQ6486982zbMATH OpenFDO

Authors Kazuhiko Hayakawa

Publication date 18 November 2014

Published in Journal of the Japan Statistical Society. Japanese Issue (Search for Journal in Brave)

Mathematics Subject Classification ID

Multivariate analysis (62H99) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

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