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Recent development of high-dimensional time series analysis

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zbMATH Open1300.62074MaRDI QIDQ6486982FDOQ6486982


Authors: Kazuhiko Hayakawa Edit this on Wikidata


Publication date: 18 November 2014

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





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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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