Pages that link to "Item:Q109413"
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The following pages link to Autoregressive models for matrix-valued time series (Q109413):
Displaying 11 items.
- tensorTS (Q109416) (← links)
- Rank determination in tensor factor model (Q2136659) (← links)
- Editorial for the special issue on financial econometrics in the age of the digital economy (Q2658785) (← links)
- Matrix Autoregressive Spatio-Temporal Models (Q5066496) (← links)
- Factor Models for High-Dimensional Tensor Time Series (Q5881065) (← links)
- Robust online detection in serially correlated directed network (Q6080755) (← links)
- One-way or two-way factor model for matrix sequences? (Q6108337) (← links)
- Multivariate continuous-time autoregressive moving-average processes on cones (Q6115253) (← links)
- Asymptotic normality for eigenvalue statistics of a general sample covariance matrix when \(p/n \to \infty\) and applications (Q6136598) (← links)
- High-dimensional low-rank tensor autoregressive time series modeling (Q6152591) (← links)
- On singular values of data matrices with general independent columns (Q6172191) (← links)
