Pages that link to "Item:Q109413"
From MaRDI portal
The following pages link to Autoregressive models for matrix-valued time series (Q109413):
Displaying 31 items.
- tensorTS (Q109416) (← links)
- Auto-regressive moving-average discrete-time dynamical systems and autocorrelation functions on real-valued Riemannian matrix manifolds (Q478767) (← links)
- First-order autoregressive models: A method for obtaining eigenvalues for weighting matrices (Q1102679) (← links)
- Factor models for matrix-valued high-dimensional time series (Q1739643) (← 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)
- Modeling of multichannel time series and extrapolation of matrix-valued autocorrelation sequences (Q3680122) (← links)
- (Q4351017) (← links)
- Random matrix models for datasets with fixed time horizons (Q4991056) (← links)
- Matrix Autoregressive Spatio-Temporal Models (Q5066496) (← links)
- (Q5430680) (← 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)
- Determining the number of factors in constrained factor models via Bayesian information criterion (Q6134150) (← 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)
- Random matrix time series (Q6172251) (← links)
- Matrix-variate time series modelling with hidden Markov models (Q6541824) (← links)
- Bayesian variable selection for matrix autoregressive models (Q6547759) (← links)
- Simultaneous Decorrelation of Matrix Time Series (Q6567891) (← links)
- Robust inference theory for non-regular time series models and its extensions (Q6601515) (← links)
- A varying coefficient model with matrix valued covariates (Q6611228) (← links)
- Matrix-variate time series analysis: a brief review and some new developments (Q6612365) (← links)
- Matrix autoregressive models: generalization and Bayesian estimation (Q6645234) (← links)
- The spatial-temporal lag model of matrix-valued time series and its application (Q6654108) (← links)
- On a matrix-valued autoregressive model (Q6655919) (← links)
- Stable reduced-rank VAR identification (Q6659251) (← links)
- Multivariate spatiotemporal models with low rank coefficient matrix (Q6664672) (← links)
