Autoregressive models for matrix-valued time series (Q109413)

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Autoregressive models for matrix-valued time series
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    539-560
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    May 2021
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    24 March 2021
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    Autoregressive models for matrix-valued time series (English)
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    autoregressive
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    bilinear
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    economic indicators
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    Kronecker product
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    multivariate time series
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    matrix-valued time series
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    nearest Kronecker product projection
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    prediction
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